BNP Paribas Call 600 AVS 19.12.2025
/ DE000PC9WA85
BNP Paribas Call 600 AVS 19.12.20.../ DE000PC9WA85 /
| 23/01/2025 21:20:15 |
Chg.-0.100 |
Bid23/01/2025 |
Ask23/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
-8.62% |
1.060
Bid Size: 4,000 |
1.130
Ask Size: 4,000 |
ASM INTL N.V. E... |
600.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
PC9WA8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.41 |
| Parity: |
0.28 |
| Time value: |
0.94 |
| Break-even: |
722.00 |
| Moneyness: |
1.05 |
| Premium: |
0.15 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.07 |
| Spread %: |
6.09% |
| Delta: |
0.65 |
| Theta: |
-0.17 |
| Omega: |
3.33 |
| Rho: |
2.57 |
Quote data
| Open: |
1.170 |
| High: |
1.170 |
| Low: |
1.040 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.50% |
| 1 Month |
|
|
+34.18% |
| 3 Months |
|
|
+63.08% |
| YTD |
|
|
+37.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
1.080 |
| 1M High / 1M Low: |
1.160 |
0.770 |
| 6M High / 6M Low: |
1.960 |
0.500 |
| High (YTD): |
22/01/2025 |
1.160 |
| Low (YTD): |
03/01/2025 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.958 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.901 |
| Avg. volume 6M: |
|
275.591 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.31% |
| Volatility 6M: |
|
138.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |