BNP Paribas Call 600 AVS 21.03.2025
/ DE000PC9R3R8
BNP Paribas Call 600 AVS 21.03.20.../ DE000PC9R3R8 /
| 7/16/2024 8:09:59 AM |
Chg.+0.02 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
+1.08% |
-
Bid Size: - |
-
Ask Size: - |
ASM INTL N.V. E... |
600.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9R3R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.36 |
| Parity: |
1.40 |
| Time value: |
0.58 |
| Break-even: |
798.00 |
| Moneyness: |
1.23 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
4.76% |
| Delta: |
0.79 |
| Theta: |
-0.21 |
| Omega: |
2.94 |
| Rho: |
2.61 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
1.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.47% |
| 1 Month |
|
|
+23.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.78 |
| 1M High / 1M Low: |
1.90 |
1.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
