BNP Paribas Call 700 AVS 20.12.2024
/ DE000PC5CVR3
BNP Paribas Call 700 AVS 20.12.20.../ DE000PC5CVR3 /
| 2024-09-11 8:21:32 AM |
Chg.0.000 |
Bid9:07:18 AM |
Ask9:07:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
0.00% |
0.120
Bid Size: 20,000 |
0.130
Ask Size: 20,000 |
ASM INTL N.V. E... |
700.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.39 |
| Parity: |
-1.64 |
| Time value: |
0.17 |
| Break-even: |
717.00 |
| Moneyness: |
0.77 |
| Premium: |
0.34 |
| Premium p.a.: |
1.88 |
| Spread abs.: |
0.06 |
| Spread %: |
54.55% |
| Delta: |
0.22 |
| Theta: |
-0.24 |
| Omega: |
7.00 |
| Rho: |
0.28 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.29% |
| 1 Month |
|
|
-52.17% |
| 3 Months |
|
|
-86.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.110 |
| 1M High / 1M Low: |
0.290 |
0.110 |
| 6M High / 6M Low: |
1.070 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.522 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.74% |
| Volatility 6M: |
|
220.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
