BNP Paribas Call 800 AVS 20.12.2024
/ DE000PC83577
BNP Paribas Call 800 AVS 20.12.20.../ DE000PC83577 /
7/9/2024 8:08:34 AM |
Chg.+0.030 |
Bid8:10:44 AM |
Ask8:10:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+5.77% |
0.550 Bid Size: 5,455 |
0.630 Ask Size: 4,762 |
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: |
11.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.37 |
Parity: |
-0.80 |
Time value: |
0.61 |
Break-even: |
861.00 |
Moneyness: |
0.90 |
Premium: |
0.20 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.08 |
Spread %: |
15.09% |
Delta: |
0.44 |
Theta: |
-0.29 |
Omega: |
5.23 |
Rho: |
1.16 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
+30.95% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.500 |
1M High / 1M Low: |
0.640 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.528 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.508 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
184.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |