BNP Paribas Call 750 AVS 20.12.2024
/ DE000PC83585
BNP Paribas Call 750 AVS 20.12.20.../ DE000PC83585 /
10/09/2024 11:21:12 |
Chg.-0.005 |
Bid11:22:05 |
Ask11:22:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.071EUR |
-6.58% |
0.072 Bid Size: 20,000 |
0.082 Ask Size: 20,000 |
ASM INTL N.V. E... |
750.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
PC8358 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ASM INTL N.V. EO-,04 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
750.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
30/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
38.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.57 |
Historic volatility: |
0.39 |
Parity: |
-2.10 |
Time value: |
0.14 |
Break-even: |
764.00 |
Moneyness: |
0.72 |
Premium: |
0.41 |
Premium p.a.: |
2.50 |
Spread abs.: |
0.06 |
Spread %: |
81.82% |
Delta: |
0.18 |
Theta: |
-0.22 |
Omega: |
7.00 |
Rho: |
0.23 |
Quote data
Open: |
0.074 |
High: |
0.080 |
Low: |
0.071 |
Previous Close: |
0.076 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-40.83% |
1 Month |
|
|
-49.29% |
3 Months |
|
|
-88.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.074 |
1M High / 1M Low: |
0.190 |
0.074 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.092 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.142 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |