BNP Paribas Call 500 AVS 20.09.2024
/ DE000PC5CVA9
BNP Paribas Call 500 AVS 20.09.20.../ DE000PC5CVA9 /
9/6/2024 9:20:55 PM |
Chg.-0.140 |
Bid9:52:01 PM |
Ask9:52:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-25.45% |
0.400 Bid Size: 7,500 |
0.470 Ask Size: 6,383 |
ASM INTL N.V. E... |
500.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
2/20/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.68 |
Historic volatility: |
0.39 |
Parity: |
0.34 |
Time value: |
0.13 |
Break-even: |
547.00 |
Moneyness: |
1.07 |
Premium: |
0.02 |
Premium p.a.: |
0.99 |
Spread abs.: |
0.07 |
Spread %: |
17.50% |
Delta: |
0.72 |
Theta: |
-0.91 |
Omega: |
8.19 |
Rho: |
0.12 |
Quote data
Open: |
0.520 |
High: |
0.570 |
Low: |
0.400 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-62.73% |
1 Month |
|
|
-36.92% |
3 Months |
|
|
-79.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.090 |
0.410 |
1M High / 1M Low: |
1.180 |
0.410 |
6M High / 6M Low: |
2.440 |
0.410 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.698 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.913 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.417 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
215.91% |
Volatility 6M: |
|
177.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |