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

EUWAX
09/07/2024  08:08:34 Chg.+0.030 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.730EUR +4.29% -
Bid Size: -
-
Ask Size: -
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: 9.11
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.37
Parity: -0.30
Time value: 0.79
Break-even: 829.00
Moneyness: 0.96
Premium: 0.15
Premium p.a.: 0.37
Spread abs.: 0.08
Spread %: 11.27%
Delta: 0.53
Theta: -0.29
Omega: 4.81
Rho: 1.35
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.61%
1 Month  
+28.07%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.660
1M High / 1M Low: 0.840 0.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.702
Avg. volume 1W:   0.000
Avg. price 1M:   0.673
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -