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BNP Paribas Call 550 ASME 20.12.2.../  DE000PF9RT50  /

EUWAX
18/10/2024  08:45:23 Chg.-0.06 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
1.03EUR -5.50% -
Bid Size: -		 -
Ask Size: -		 ASML HOLDING EO -... 550.00 - 20/12/2024 Call
 

Master data

WKN: PF9RT5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 550.00 -
Maturity: 20/12/2024
Issue date: 07/05/2021
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 5.20
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.84
Implied volatility: 0.72
Historic volatility: 0.39
Parity: 0.84
Time value: 0.38
Break-even: 672.00
Moneyness: 1.15
Premium: 0.06
Premium p.a.: 0.40
Spread abs.: 0.23
Spread %: 23.23%
Delta: 0.74
Theta: -0.52
Omega: 3.85
Rho: 0.60
 

Quote data

Open: 1.03
High: 1.03
Low: 1.03
Previous Close: 1.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.18%
1 Month
  -44.92%
3 Months
  -66.88%
YTD
  -41.81%
1 Year  
+13.19%
3 Years
  -52.75%
5 Years     -
10 Years     -
1W High / 1W Low: 2.52 0.91
1M High / 1M Low: 2.52 0.91
6M High / 6M Low: 4.67 0.91
High (YTD): 11/07/2024 4.67
Low (YTD): 16/10/2024 0.91
52W High: 11/07/2024 4.67
52W Low: 20/10/2023 0.85
Avg. price 1W:   1.70
Avg. volume 1W:   0.00
Avg. price 1M:   1.98
Avg. volume 1M:   0.00
Avg. price 6M:   3.04
Avg. volume 6M:   0.00
Avg. price 1Y:   2.70
Avg. volume 1Y:   48.39
Volatility 1M:   262.30%
Volatility 6M:   148.51%
Volatility 1Y:   120.72%
Volatility 3Y:   112.83%