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

Frankfurt Zert./BNP
11/19/2024  2:20:51 PM Chg.-0.140 Bid2:33:15 PM Ask2:33:15 PM Underlying Strike price Expiration date Option type
8.850EUR -1.56% 8.840
Bid Size: 8,500		 8.860
Ask Size: 8,500		 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: 6.74
Leverage: Yes

Calculated values

Fair value: 9.59
Intrinsic value: 2.96
Implied volatility: 0.39
Historic volatility: 0.40
Parity: 2.96
Time value: 6.38
Break-even: 693.40
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.33
Spread %: 3.66%
Delta: 0.64
Theta: -0.19
Omega: 4.35
Rho: 1.82
 

Quote data

Open: 9.040
High: 9.310
Low: 8.650
Previous Close: 8.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.64%
1 Month
  -26.19%
3 Months
  -67.09%
YTD
  -43.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.270 8.990
1M High / 1M Low: 12.150 8.200
6M High / 6M Low: 42.540 8.200
High (YTD): 7/12/2024 42.540
Low (YTD): 11/6/2024 8.200
52W High: - -
52W Low: - -
Avg. price 1W:   9.572
Avg. volume 1W:   0.000
Avg. price 1M:   9.885
Avg. volume 1M:   0.000
Avg. price 6M:   24.832
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.10%
Volatility 6M:   138.59%
Volatility 1Y:   -
Volatility 3Y:   -