BNP Paribas Call 800 AVS 19.12.2025
/ DE000PC9WA69
BNP Paribas Call 800 AVS 19.12.20.../ DE000PC9WA69 /
| 2024-06-17 8:22:49 AM |
Chg.-0.05 |
Bid4:24:33 PM |
Ask4:24:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-4.50% |
1.11
Bid Size: 20,000 |
1.12
Ask Size: 20,000 |
ASM INTL N.V. E... |
800.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
PC9WA6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.37 |
| Parity: |
-1.24 |
| Time value: |
1.13 |
| Break-even: |
913.00 |
| Moneyness: |
0.84 |
| Premium: |
0.35 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.08 |
| Spread %: |
7.62% |
| Delta: |
0.52 |
| Theta: |
-0.15 |
| Omega: |
3.11 |
| Rho: |
3.60 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.92% |
| 1 Month |
|
|
+29.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
1.04 |
| 1M High / 1M Low: |
1.12 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
