BNP Paribas Call 550 AVS 21.03.2025
/ DE000PC9R3S6
BNP Paribas Call 550 AVS 21.03.20.../ DE000PC9R3S6 /
| 2024-11-12 9:20:55 PM |
Chg.+0.020 |
Bid9:38:33 PM |
Ask2024-11-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+5.41% |
0.400
Bid Size: 7,500 |
-
Ask Size: - |
ASM INTL N.V. E... |
550.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC9R3S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.41 |
| Parity: |
-0.34 |
| Time value: |
0.43 |
| Break-even: |
593.00 |
| Moneyness: |
0.94 |
| Premium: |
0.15 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.06 |
| Spread %: |
16.22% |
| Delta: |
0.47 |
| Theta: |
-0.23 |
| Omega: |
5.69 |
| Rho: |
0.71 |
Quote data
| Open: |
0.340 |
| High: |
0.400 |
| Low: |
0.340 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.41% |
| 1 Month |
|
|
-52.44% |
| 3 Months |
|
|
-57.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.290 |
| 1M High / 1M Low: |
0.920 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
