BNP Paribas Call 800 AVS 20.12.20.../  DE000PC83577  /

EUWAX
02/08/2024  08:09:04 Chg.-0.050 Bid17:40:40 Ask17:40:40 Underlying Strike price Expiration date Option type
0.140EUR -26.32% 0.075
Bid Size: 10,000
0.170
Ask Size: 10,000
ASM INTL N.V. E... 800.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 30/04/2024
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 28.36
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.37
Parity: -1.76
Time value: 0.22
Break-even: 822.00
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 1.05
Spread abs.: 0.07
Spread %: 46.67%
Delta: 0.24
Theta: -0.21
Omega: 6.89
Rho: 0.50
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -72.00%
3 Months
  -41.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.160
1M High / 1M Low: 0.590 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.402
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   252.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -