OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
15/10/2024  12:20:49 Chg.-0.830 Bid12:57:28 Ask12:57:28 Underlying Strike price Expiration date Option type
22.370EUR -3.58% 22.690
Bid Size: 5,000		 22.730
Ask Size: 5,000		 ASML HOLDING EO -... 600.00 EUR 20/06/2025 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: 20/06/2025
Issue date: 07/12/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.37
Leverage: Yes

Calculated values

Fair value: 22.09
Intrinsic value: 19.20
Implied volatility: 0.45
Historic volatility: 0.36
Parity: 19.20
Time value: 4.33
Break-even: 835.30
Moneyness: 1.32
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.44
Spread %: 1.91%
Delta: 0.84
Theta: -0.18
Omega: 2.82
Rho: 2.91
 

Quote data

Open: 23.190
High: 23.320
Low: 22.310
Previous Close: 23.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.60%
1 Month  
+20.98%
3 Months
  -44.48%
YTD  
+42.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 23.200 19.520
1M High / 1M Low: 23.200 16.750
6M High / 6M Low: 42.540 13.950
High (YTD): 12/07/2024 42.540
Low (YTD): 05/01/2024 12.570
52W High: - -
52W Low: - -
Avg. price 1W:   20.998
Avg. volume 1W:   0.000
Avg. price 1M:   19.122
Avg. volume 1M:   0.000
Avg. price 6M:   28.519
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.49%
Volatility 6M:   111.91%
Volatility 1Y:   -
Volatility 3Y:   -