BNP Paribas Call 550 AVS 20.12.2024
/ DE000PC5CVM4
BNP Paribas Call 550 AVS 20.12.20.../ DE000PC5CVM4 /
| 2024-06-28 8:16:47 AM |
Chg.+0.03 |
Bid5:26:45 PM |
Ask5:26:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
+1.64% |
1.90
Bid Size: 20,000 |
1.92
Ask Size: 20,000 |
ASM INTL N.V. E... |
550.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.37 |
| Parity: |
1.50 |
| Time value: |
0.43 |
| Break-even: |
743.00 |
| Moneyness: |
1.27 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
4.89% |
| Delta: |
0.81 |
| Theta: |
-0.24 |
| Omega: |
2.94 |
| Rho: |
1.79 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
1.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.92% |
| 1 Month |
|
|
+20.78% |
| 3 Months |
|
|
+104.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.72 |
| 1M High / 1M Low: |
2.10 |
1.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
