BNP Paribas Call 750 AVS 20.09.20.../  DE000PC83569  /

Frankfurt Zert./BNP
01/08/2024  16:21:28 Chg.-0.008 Bid17:02:22 Ask17:02:22 Underlying Strike price Expiration date Option type
0.058EUR -12.12% 0.052
Bid Size: 20,000
0.062
Ask Size: 20,000
ASM INTL N.V. E... 750.00 EUR 20/09/2024 Call
 

Master data

WKN: PC8356
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASM INTL N.V. EO-,04
Type: Warrant
Option type: Call
Strike price: 750.00 EUR
Maturity: 20/09/2024
Issue date: 30/04/2024
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 45.26
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.37
Parity: -1.16
Time value: 0.14
Break-even: 764.00
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 2.92
Spread abs.: 0.08
Spread %: 115.38%
Delta: 0.22
Theta: -0.37
Omega: 10.02
Rho: 0.17
 

Quote data

Open: 0.066
High: 0.068
Low: 0.058
Previous Close: 0.066
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.73%
1 Month
  -85.13%
3 Months
  -67.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.041
1M High / 1M Low: 0.480 0.041
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   418.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -