BNP Paribas Call 600 AVS 20.06.2025
/ DE000PC9WA51
BNP Paribas Call 600 AVS 20.06.20.../ DE000PC9WA51 /
| 10/07/2024 21:20:38 |
Chg.+0.060 |
Bid21:55:09 |
Ask21:55:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
+3.08% |
2.030
Bid Size: 4,000 |
2.120
Ask Size: 4,000 |
ASM INTL N.V. E... |
600.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
PC9WA5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.37 |
| Parity: |
1.25 |
| Time value: |
0.78 |
| Break-even: |
803.00 |
| Moneyness: |
1.21 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
4.10% |
| Delta: |
0.76 |
| Theta: |
-0.18 |
| Omega: |
2.73 |
| Rho: |
3.31 |
Quote data
| Open: |
1.950 |
| High: |
2.010 |
| Low: |
1.910 |
| Previous Close: |
1.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.65% |
| 1 Month |
|
|
+16.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.850 |
| 1M High / 1M Low: |
2.010 |
1.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.826 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
