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BNP Paribas Call 640 ASME 20.06.2.../  DE000PC1CA46  /

Frankfurt Zert./BNP
08/08/2024  10:20:59 Chg.+0.070 Bid10:54:35 Ask10:54:35 Underlying Strike price Expiration date Option type
19.860EUR +0.35% 20.130
Bid Size: 5,500		 20.150
Ask Size: 5,500		 ASML HOLDING EO -... 640.00 EUR 20/06/2025 Call
 

Master data

WKN: PC1CA4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 640.00 EUR
Maturity: 20/06/2025
Issue date: 07/12/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.03
Leverage: Yes

Calculated values

Fair value: 20.26
Intrinsic value: 15.60
Implied volatility: 0.31
Historic volatility: 0.34
Parity: 15.60
Time value: 4.16
Break-even: 837.60
Moneyness: 1.24
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.43
Spread %: 2.22%
Delta: 0.84
Theta: -0.13
Omega: 3.39
Rho: 4.09
 

Quote data

Open: 20.010
High: 20.050
Low: 19.860
Previous Close: 19.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.97%
1 Month
  -48.80%
3 Months
  -23.62%
YTD  
+48.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 22.560 17.490
1M High / 1M Low: 39.060 17.490
6M High / 6M Low: 39.060 17.490
High (YTD): 12/07/2024 39.060
Low (YTD): 05/01/2024 10.460
52W High: - -
52W Low: - -
Avg. price 1W:   19.646
Avg. volume 1W:   0.000
Avg. price 1M:   27.324
Avg. volume 1M:   0.000
Avg. price 6M:   29.926
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.28%
Volatility 6M:   107.34%
Volatility 1Y:   -
Volatility 3Y:   -