BNP Paribas Call 550 AVS 21.03.2025
/ DE000PC9R3S6
BNP Paribas Call 550 AVS 21.03.20.../ DE000PC9R3S6 /
| 9/6/2024 8:11:39 AM |
Chg.-0.050 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-6.49% |
-
Bid Size: - |
-
Ask Size: - |
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.: |
0.32 |
| Spread abs.: |
0.06 |
| Spread %: |
9.38% |
| Delta: |
0.56 |
| Theta: |
-0.21 |
| Omega: |
4.23 |
| Rho: |
1.21 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-8.86% |
| 3 Months |
|
|
-60.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.720 |
| 1M High / 1M Low: |
1.160 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.912 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.998 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
