BNP Paribas Call 800 AVS 20.12.20.../  DE000PC83577  /

EUWAX
25/09/2024  08:10:16 Chg.-0.006 Bid17:37:30 Ask17:37:30 Underlying Strike price Expiration date Option type
0.043EUR -12.24% 0.047
Bid Size: 10,000
0.110
Ask Size: 10,000
ASM INTL N.V. E... 800.00 EUR 20/12/2024 Call
 

Master data

WKN: PC8357
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASM INTL N.V. EO-,04
Type: Warrant
Option type: Call
Strike price: 800.00 EUR
Maturity: 20/12/2024
Issue date: 30/04/2024
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 51.29
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.39
Parity: -2.36
Time value: 0.11
Break-even: 811.00
Moneyness: 0.71
Premium: 0.44
Premium p.a.: 3.66
Spread abs.: 0.06
Spread %: 139.13%
Delta: 0.15
Theta: -0.22
Omega: 7.61
Rho: 0.17
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.049
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.51%
1 Month
  -60.91%
3 Months
  -90.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.049
1M High / 1M Low: 0.110 0.046
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -