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

Frankfurt Zert./BNP
28/06/2024  21:20:30 Chg.-0.580 Bid21:59:34 Ask21:59:34 Underlying Strike price Expiration date Option type
35.370EUR -1.61% 35.410
Bid Size: 700		 35.910
Ask Size: 700		 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: 2.69
Leverage: Yes

Calculated values

Fair value: 35.33
Intrinsic value: 32.42
Implied volatility: 0.35
Historic volatility: 0.30
Parity: 32.42
Time value: 3.49
Break-even: 999.10
Moneyness: 1.51
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.50
Spread %: 1.41%
Delta: 0.93
Theta: -0.12
Omega: 2.49
Rho: 5.22
 

Quote data

Open: 36.110
High: 37.020
Low: 35.370
Previous Close: 35.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.10%
1 Month  
+18.89%
3 Months  
+15.36%
YTD  
+164.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 35.950 34.170
1M High / 1M Low: 38.480 27.260
6M High / 6M Low: 38.480 10.460
High (YTD): 12/06/2024 38.480
Low (YTD): 05/01/2024 10.460
52W High: - -
52W Low: - -
Avg. price 1W:   35.012
Avg. volume 1W:   0.000
Avg. price 1M:   34.590
Avg. volume 1M:   0.000
Avg. price 6M:   27.119
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.51%
Volatility 6M:   101.41%
Volatility 1Y:   -
Volatility 3Y:   -