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BNP Paribas Call 600 ASME 20.06.2.../  DE000PC1CA20  /

Frankfurt Zert./BNP
9/13/2024  9:20:44 AM Chg.-0.040 Bid10:02:04 AM Ask10:02:04 AM Underlying Strike price Expiration date Option type
17.720EUR -0.23% 17.550
Bid Size: 6,000		 17.570
Ask Size: 6,000		 ASML HOLDING EO -... 600.00 EUR 6/20/2025 Call
 

Master data

WKN: PC1CA2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 600.00 EUR
Maturity: 6/20/2025
Issue date: 12/7/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.01
Leverage: Yes

Calculated values

Fair value: 16.73
Intrinsic value: 12.24
Implied volatility: 0.42
Historic volatility: 0.35
Parity: 12.24
Time value: 5.79
Break-even: 780.30
Moneyness: 1.20
Premium: 0.08
Premium p.a.: 0.11
Spread abs.: 0.38
Spread %: 2.15%
Delta: 0.78
Theta: -0.18
Omega: 3.11
Rho: 2.91
 

Quote data

Open: 17.620
High: 17.720
Low: 17.620
Previous Close: 17.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+19.89%
1 Month
  -24.05%
3 Months
  -56.62%
YTD  
+12.72%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.760 13.950
1M High / 1M Low: 27.650 13.950
6M High / 6M Low: 42.540 13.950
High (YTD): 7/12/2024 42.540
Low (YTD): 1/5/2024 12.570
52W High: - -
52W Low: - -
Avg. price 1W:   15.538
Avg. volume 1W:   0.000
Avg. price 1M:   22.456
Avg. volume 1M:   0.000
Avg. price 6M:   31.012
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.85%
Volatility 6M:   105.95%
Volatility 1Y:   -
Volatility 3Y:   -