BNP Paribas Call 650 AVS 20.09.2024
/ DE000PC5CVG6
BNP Paribas Call 650 AVS 20.09.20.../ DE000PC5CVG6 /
| 05/08/2024 14:21:35 |
Chg.-0.004 |
Bid14:43:52 |
Ask14:43:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
-5.33% |
0.073
Bid Size: 20,000 |
0.100
Ask Size: 20,000 |
ASM INTL N.V. E... |
650.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.39 |
| Parity: |
-1.05 |
| Time value: |
0.17 |
| Break-even: |
667.00 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
3.95 |
| Spread abs.: |
0.10 |
| Spread %: |
132.88% |
| Delta: |
0.26 |
| Theta: |
-0.44 |
| Omega: |
8.25 |
| Rho: |
0.16 |
Quote data
| Open: |
0.082 |
| High: |
0.082 |
| Low: |
0.067 |
| Previous Close: |
0.075 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.50% |
| 1 Month |
|
|
-92.76% |
| 3 Months |
|
|
-82.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.075 |
| 1M High / 1M Low: |
1.100 |
0.075 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.189 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
449.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
