BNP Paribas Call 700 AVS 20.12.2024
/ DE000PC5CVR3
BNP Paribas Call 700 AVS 20.12.20.../ DE000PC5CVR3 /
| 29/08/2024 18:20:57 |
Chg.+0.050 |
Bid29/08/2024 |
Ask29/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+23.81% |
0.260
Bid Size: 10,000 |
0.330
Ask Size: 9,091 |
ASM INTL N.V. E... |
700.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC5CVR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.38 |
| Parity: |
-1.11 |
| Time value: |
0.28 |
| Break-even: |
728.00 |
| Moneyness: |
0.84 |
| Premium: |
0.24 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.07 |
| Spread %: |
33.33% |
| Delta: |
0.32 |
| Theta: |
-0.26 |
| Omega: |
6.66 |
| Rho: |
0.49 |
Quote data
| Open: |
0.210 |
| High: |
0.260 |
| Low: |
0.210 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
-62.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.210 |
| 1M High / 1M Low: |
0.400 |
0.180 |
| 6M High / 6M Low: |
1.040 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.536 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.69% |
| Volatility 6M: |
|
206.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
