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

EUWAX
05/08/2024  09:52:17 Chg.-0.017 Bid14:27:38 Ask14:27:38 Underlying Strike price Expiration date Option type
0.022EUR -43.59% 0.014
Bid Size: 20,000
0.044
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: 54.52
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.39
Parity: -2.05
Time value: 0.10
Break-even: 760.00
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 12.95
Spread abs.: 0.09
Spread %: 1,150.00%
Delta: 0.15
Theta: -0.37
Omega: 8.11
Rho: 0.09
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.039
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -95.00%
3 Months
  -86.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.039
1M High / 1M Low: 0.480 0.039
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   388.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -