BNP Paribas Call 700 AVS 20.12.2024
/ DE000PC5CVR3
BNP Paribas Call 700 AVS 20.12.20.../ DE000PC5CVR3 /
| 10/07/2024 08:16:29 |
Chg.-0.010 |
Bid19:24:32 |
Ask19:24:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-1.02% |
1.020
Bid Size: 4,000 |
1.100
Ask Size: 4,000 |
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: |
6.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.37 |
| Parity: |
0.25 |
| Time value: |
0.81 |
| Break-even: |
806.00 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.08 |
| Spread %: |
8.16% |
| Delta: |
0.63 |
| Theta: |
-0.30 |
| Omega: |
4.27 |
| Rho: |
1.55 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.04% |
| 1 Month |
|
|
+25.97% |
| 3 Months |
|
|
+130.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.900 |
| 1M High / 1M Low: |
1.070 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.893 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
