BNP Paribas Call 800 AVS 20.06.2025
/ DE000PC9WA36
BNP Paribas Call 800 AVS 20.06.20.../ DE000PC9WA36 /
2024-06-24 8:21:34 AM |
Chg.-0.030 |
Bid10:57:37 AM |
Ask10:57:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
-3.09% |
0.910 Bid Size: 20,000 |
0.920 Ask Size: 20,000 |
ASM INTL N.V. E... |
800.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
PC9WA3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ASM INTL N.V. EO-,04 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
800.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-05-15 |
Last trading day: |
2025-06-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.37 |
Parity: |
-0.90 |
Time value: |
1.01 |
Break-even: |
901.00 |
Moneyness: |
0.89 |
Premium: |
0.27 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.08 |
Spread %: |
8.60% |
Delta: |
0.51 |
Theta: |
-0.20 |
Omega: |
3.60 |
Rho: |
2.60 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.940 |
Previous Close: |
0.970 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.51% |
1 Month |
|
|
+40.30% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.010 |
0.780 |
1M High / 1M Low: |
1.010 |
0.620 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.886 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.759 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |