BNP Paribas Call 660 ASME 20.06.2025
/ DE000PC1CA61
BNP Paribas Call 660 ASME 20.06.2.../ DE000PC1CA61 /
| 8/8/2024 10:24:17 AM |
Chg.-0.74 |
Bid10:40:03 AM |
Ask10:40:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 18.58EUR |
-3.83% |
18.68
Bid Size: 5,500 |
18.70
Ask Size: 5,500 |
ASML HOLDING EO -... |
660.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
PC1CA6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
660.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
12/7/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
18.86 |
| Intrinsic value: |
13.60 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.34 |
| Parity: |
13.60 |
| Time value: |
4.86 |
| Break-even: |
844.60 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.43 |
| Spread %: |
2.38% |
| Delta: |
0.81 |
| Theta: |
-0.15 |
| Omega: |
3.50 |
| Rho: |
3.99 |
Quote data
| Open: |
18.40 |
| High: |
18.58 |
| Low: |
18.40 |
| Previous Close: |
19.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.87% |
| 1 Month |
|
|
-50.91% |
| 3 Months |
|
|
-24.96% |
| YTD |
|
|
+50.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
24.09 |
15.74 |
| 1M High / 1M Low: |
37.98 |
15.74 |
| 6M High / 6M Low: |
37.98 |
15.74 |
| High (YTD): |
7/15/2024 |
37.98 |
| Low (YTD): |
1/5/2024 |
9.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
19.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
26.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
28.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.08% |
| Volatility 6M: |
|
100.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
