BNP Paribas Call 700 AVS 21.03.20.../  DE000PC9R3P2  /

EUWAX
11/13/2024  8:11:42 AM Chg.+0.011 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.087EUR +14.47% -
Bid Size: -
-
Ask Size: -
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: 34.93
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.41
Parity: -1.76
Time value: 0.15
Break-even: 715.00
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 1.43
Spread abs.: 0.06
Spread %: 68.54%
Delta: 0.20
Theta: -0.17
Omega: 7.09
Rho: 0.32
 

Quote data

Open: 0.087
High: 0.087
Low: 0.087
Previous Close: 0.076
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.00%
1 Month
  -68.93%
3 Months
  -77.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.085 0.075
1M High / 1M Low: 0.340 0.075
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   253.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -