BNP Paribas Call 550 AVS 21.03.2025
/ DE000PC9R3S6
BNP Paribas Call 550 AVS 21.03.20.../ DE000PC9R3S6 /
9/9/2024 7:21:17 PM |
Chg.+0.030 |
Bid7:41:35 PM |
Ask7:41:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+4.62% |
0.670 Bid Size: 4,478 |
0.730 Ask Size: 4,110 |
ASM INTL N.V. E... |
550.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
5/14/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.39 |
Parity: |
-0.16 |
Time value: |
0.70 |
Break-even: |
620.00 |
Moneyness: |
0.97 |
Premium: |
0.16 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.06 |
Spread %: |
9.38% |
Delta: |
0.56 |
Theta: |
-0.21 |
Omega: |
4.23 |
Rho: |
1.20 |
Quote data
Open: |
0.670 |
High: |
0.730 |
Low: |
0.650 |
Previous Close: |
0.650 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-37.61% |
1 Month |
|
|
-23.60% |
3 Months |
|
|
-63.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.090 |
0.650 |
1M High / 1M Low: |
1.170 |
0.650 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.836 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.994 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |