BNP Paribas Call 800 AVS 21.03.2025
/ DE000PC9R3N7
BNP Paribas Call 800 AVS 21.03.20.../ DE000PC9R3N7 /
| 2024-06-20 6:21:16 PM |
Chg.+0.120 |
Bid6:30:26 PM |
Ask6:30:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+16.67% |
0.830
Bid Size: 4,000 |
0.910
Ask Size: 4,000 |
ASM INTL N.V. E... |
800.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC9R3N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.37 |
| Parity: |
-1.07 |
| Time value: |
0.75 |
| Break-even: |
875.00 |
| Moneyness: |
0.87 |
| Premium: |
0.26 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
0.46 |
| Theta: |
-0.22 |
| Omega: |
4.22 |
| Rho: |
1.81 |
Quote data
| Open: |
0.730 |
| High: |
0.870 |
| Low: |
0.730 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
+68.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.610 |
| 1M High / 1M Low: |
0.720 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.587 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
