BNP Paribas Call 500 AVS 20.09.2024
/ DE000PC5CVA9
BNP Paribas Call 500 AVS 20.09.20.../ DE000PC5CVA9 /
| 10/07/2024 21:20:52 |
Chg.+0.080 |
Bid21:51:24 |
Ask21:51:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.390EUR |
+3.46% |
2.420
Bid Size: 4,000 |
2.510
Ask Size: 4,000 |
ASM INTL N.V. E... |
500.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
PC5CVA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.37 |
| Parity: |
2.25 |
| Time value: |
0.15 |
| Break-even: |
740.00 |
| Moneyness: |
1.45 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
3.90% |
| Delta: |
0.91 |
| Theta: |
-0.31 |
| Omega: |
2.74 |
| Rho: |
0.82 |
Quote data
| Open: |
2.300 |
| High: |
2.390 |
| Low: |
2.260 |
| Previous Close: |
2.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.82% |
| 1 Month |
|
|
+17.16% |
| 3 Months |
|
|
+97.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.390 |
2.260 |
| 1M High / 1M Low: |
2.390 |
1.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
