BNP Paribas Call 450 AVS 20.06.2025
/ DE000PL0ET03
BNP Paribas Call 450 AVS 20.06.20.../ DE000PL0ET03 /
| 1/23/2025 9:20:16 PM |
Chg.-0.160 |
Bid9:58:33 PM |
Ask9:58:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
-8.33% |
1.770
Bid Size: 4,000 |
1.850
Ask Size: 4,000 |
ASM INTL N.V. E... |
450.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
PL0ET0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
10/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.41 |
| Parity: |
1.78 |
| Time value: |
0.21 |
| Break-even: |
649.00 |
| Moneyness: |
1.40 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
4.19% |
| Delta: |
0.88 |
| Theta: |
-0.18 |
| Omega: |
2.77 |
| Rho: |
1.43 |
Quote data
| Open: |
1.930 |
| High: |
1.930 |
| Low: |
1.740 |
| Previous Close: |
1.920 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
+27.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
+30.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.920 |
1.810 |
| 1M High / 1M Low: |
1.920 |
1.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
1.920 |
| Low (YTD): |
1/3/2025 |
1.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |