BNP Paribas Call 800 AVS 20.12.2024
/ DE000PC83577
BNP Paribas Call 800 AVS 20.12.20.../ DE000PC83577 /
| 7/31/2024 6:21:18 PM |
Chg.+0.050 |
Bid7/31/2024 |
Ask7/31/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+35.71% |
0.190
Bid Size: 10,000 |
0.260
Ask Size: 10,000 |
ASM INTL N.V. E... |
800.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC8357 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
4/30/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
-1.93 |
| Time value: |
0.21 |
| Break-even: |
821.00 |
| Moneyness: |
0.76 |
| Premium: |
0.35 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.07 |
| Spread %: |
50.00% |
| Delta: |
0.23 |
| Theta: |
-0.20 |
| Omega: |
6.65 |
| Rho: |
0.46 |
Quote data
| Open: |
0.170 |
| High: |
0.200 |
| Low: |
0.170 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-63.46% |
| 3 Months |
|
|
-24.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.140 |
| 1M High / 1M Low: |
0.590 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
