BNP Paribas Call 750 AVS 20.12.20.../  DE000PC83585  /

Frankfurt Zert./BNP
06/09/2024  21:20:37 Chg.-0.014 Bid21:59:32 Ask21:59:32 Underlying Strike price Expiration date Option type
0.074EUR -15.91% 0.074
Bid Size: 10,000
0.140
Ask Size: 10,000
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: 38.13
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.39
Parity: -2.16
Time value: 0.14
Break-even: 764.00
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 2.52
Spread abs.: 0.07
Spread %: 89.19%
Delta: 0.18
Theta: -0.22
Omega: 6.85
Rho: 0.23
 

Quote data

Open: 0.085
High: 0.090
Low: 0.073
Previous Close: 0.088
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -53.75%
1 Month
  -43.08%
3 Months
  -87.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 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:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -