BNP Paribas Call 700 AVS 21.03.2025
/ DE000PC9R3P2
BNP Paribas Call 700 AVS 21.03.20.../ DE000PC9R3P2 /
| 7/9/2024 8:10:12 AM |
Chg.+0.03 |
Bid7:38:17 PM |
Ask7:38:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
+2.61% |
1.20
Bid Size: 4,000 |
1.28
Ask Size: 4,000 |
ASM INTL N.V. E... |
700.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9R3P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.37 |
| Parity: |
0.20 |
| Time value: |
1.04 |
| Break-even: |
824.00 |
| Moneyness: |
1.03 |
| Premium: |
0.14 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.08 |
| Spread %: |
6.90% |
| Delta: |
0.63 |
| Theta: |
-0.23 |
| Omega: |
3.65 |
| Rho: |
2.30 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.18 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.26% |
| 1 Month |
|
|
+24.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.09 |
| 1M High / 1M Low: |
1.29 |
0.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
