BNP Paribas Call 620 ASME 20.06.2025
/ DE000PC1CA38
BNP Paribas Call 620 ASME 20.06.2.../ DE000PC1CA38 /
2024-09-27 7:20:29 PM |
Chg.-0.790 |
Bid8:09:56 PM |
Ask8:09:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
18.350EUR |
-4.13% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
620.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
PC1CA3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
620.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-12-07 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
18.21 |
Intrinsic value: |
13.98 |
Implied volatility: |
0.43 |
Historic volatility: |
0.36 |
Parity: |
13.98 |
Time value: |
5.45 |
Break-even: |
814.30 |
Moneyness: |
1.23 |
Premium: |
0.07 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.42 |
Spread %: |
2.21% |
Delta: |
0.79 |
Theta: |
-0.19 |
Omega: |
3.09 |
Rho: |
2.96 |
Quote data
Open: |
19.060 |
High: |
19.100 |
Low: |
18.300 |
Previous Close: |
19.140 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+18.69% |
1 Month |
|
|
-17.19% |
3 Months |
|
|
-51.21% |
YTD |
|
|
+26.46% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
19.140 |
15.460 |
1M High / 1M Low: |
23.800 |
12.770 |
6M High / 6M Low: |
40.790 |
12.770 |
High (YTD): |
2024-07-12 |
40.790 |
Low (YTD): |
2024-01-05 |
11.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
16.668 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
17.642 |
Avg. volume 1M: |
|
47.826 |
Avg. price 6M: |
|
28.269 |
Avg. volume 6M: |
|
8.527 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.51% |
Volatility 6M: |
|
113.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |