BNP Paribas Call 600 AVS 19.12.2025
/ DE000PC9WA85
BNP Paribas Call 600 AVS 19.12.20.../ DE000PC9WA85 /
2024-08-02 6:21:01 PM |
Chg.-0.370 |
Bid2024-08-02 |
Ask2024-08-02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
-28.03% |
- Bid Size: - |
- Ask Size: - |
ASM INTL N.V. E... |
600.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
PC9WA8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ASM INTL N.V. EO-,04 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-05-15 |
Last trading day: |
2025-12-18 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.39 |
Parity: |
-0.55 |
Time value: |
1.04 |
Break-even: |
704.00 |
Moneyness: |
0.91 |
Premium: |
0.29 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
0.97% |
Delta: |
0.57 |
Theta: |
-0.13 |
Omega: |
2.99 |
Rho: |
2.85 |
Quote data
Open: |
1.260 |
High: |
1.260 |
Low: |
0.890 |
Previous Close: |
1.320 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-27.48% |
1 Month |
|
|
-55.19% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.460 |
0.950 |
1M High / 1M Low: |
2.310 |
0.950 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.264 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.816 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |