BNP Paribas Call 800 AVS 21.03.2025
/ DE000PC9R3N7
BNP Paribas Call 800 AVS 21.03.20.../ DE000PC9R3N7 /
| 6/24/2024 8:09:54 AM |
Chg.-0.020 |
Bid7:06:44 PM |
Ask7:06:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-2.53% |
0.660
Bid Size: 4,546 |
0.740
Ask Size: 4,055 |
ASM INTL N.V. E... |
800.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.37 |
| Parity: |
-0.90 |
| Time value: |
0.84 |
| Break-even: |
884.00 |
| Moneyness: |
0.89 |
| Premium: |
0.25 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.08 |
| Spread %: |
10.53% |
| Delta: |
0.48 |
| Theta: |
-0.23 |
| Omega: |
4.08 |
| Rho: |
1.92 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.19% |
| 1 Month |
|
|
+42.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.620 |
| 1M High / 1M Low: |
0.850 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
