OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
2024-06-26  8:20:52 PM Chg.-0.400 Bid8:33:00 PM Ask8:33:00 PM Underlying Strike price Expiration date Option type
34.580EUR -1.14% 34.430
Bid Size: 800		 34.920
Ask Size: 800		 ASML HOLDING EO -... 640.00 EUR 2025-06-20 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: 2025-06-20
Issue date: 2023-12-07
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.67
Leverage: Yes

Calculated values

Fair value: 34.02
Intrinsic value: 31.02
Implied volatility: 0.42
Historic volatility: 0.30
Parity: 31.02
Time value: 4.61
Break-even: 996.30
Moneyness: 1.48
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.50
Spread %: 1.42%
Delta: 0.89
Theta: -0.15
Omega: 2.39
Rho: 4.86
 

Quote data

Open: 35.620
High: 35.750
Low: 34.470
Previous Close: 34.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.57%
1 Month  
+20.07%
3 Months  
+10.59%
YTD  
+159.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 37.950 34.590
1M High / 1M Low: 38.480 27.260
6M High / 6M Low: 38.480 10.460
High (YTD): 2024-06-12 38.480
Low (YTD): 2024-01-05 10.460
52W High: - -
52W Low: - -
Avg. price 1W:   36.206
Avg. volume 1W:   0.000
Avg. price 1M:   34.076
Avg. volume 1M:   0.000
Avg. price 6M:   26.708
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.34%
Volatility 6M:   101.48%
Volatility 1Y:   -
Volatility 3Y:   -