BNP Paribas Call 650 AVS 20.09.2024
/ DE000PC5CVG6
BNP Paribas Call 650 AVS 20.09.20.../ DE000PC5CVG6 /
| 8/1/2024 4:21:28 PM |
Chg.-0.020 |
Bid4:50:33 PM |
Ask4:50:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-6.90% |
0.250
Bid Size: 20,000 |
0.260
Ask Size: 20,000 |
ASM INTL N.V. E... |
650.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PC5CVG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.37 |
| Parity: |
-0.16 |
| Time value: |
0.36 |
| Break-even: |
686.00 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.07 |
| Spread %: |
24.14% |
| Delta: |
0.48 |
| Theta: |
-0.45 |
| Omega: |
8.51 |
| Rho: |
0.37 |
Quote data
| Open: |
0.300 |
| High: |
0.310 |
| Low: |
0.270 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.00% |
| 1 Month |
|
|
-69.66% |
| 3 Months |
|
|
-32.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.180 |
| 1M High / 1M Low: |
1.100 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.713 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
371.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
