BNP Paribas Call 620 ASME 20.06.2.../  DE000PC1CA38  /

Frankfurt Zert./BNP
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:   -