BNP Paribas Call 550 AVS 20.12.2024
/ DE000PC5CVM4
BNP Paribas Call 550 AVS 20.12.20.../ DE000PC5CVM4 /
| 06/08/2024 09:59:30 |
Chg.+0.120 |
Bid10:43:48 |
Ask10:43:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+20.00% |
0.680
Bid Size: 20,000 |
0.690
Ask Size: 20,000 |
ASM INTL N.V. E... |
550.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC5CVM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.39 |
| Parity: |
-0.02 |
| Time value: |
0.77 |
| Break-even: |
627.00 |
| Moneyness: |
1.00 |
| Premium: |
0.14 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.09 |
| Spread %: |
13.24% |
| Delta: |
0.58 |
| Theta: |
-0.29 |
| Omega: |
4.13 |
| Rho: |
0.90 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.71% |
| 1 Month |
|
|
-63.82% |
| 3 Months |
|
|
-36.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.600 |
| 1M High / 1M Low: |
2.100 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
