BNP Paribas Call 600 AVS 21.03.2025
/ DE000PC9R3R8
BNP Paribas Call 600 AVS 21.03.20.../ DE000PC9R3R8 /
| 1/23/2025 9:20:21 PM |
Chg.-0.100 |
Bid1/23/2025 |
Ask1/23/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-16.95% |
0.490
Bid Size: 6,123 |
0.560
Ask Size: 5,358 |
ASM INTL N.V. E... |
600.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9R3R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.41 |
| Parity: |
0.28 |
| Time value: |
0.38 |
| Break-even: |
666.00 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.07 |
| Spread %: |
11.86% |
| Delta: |
0.64 |
| Theta: |
-0.44 |
| Omega: |
6.06 |
| Rho: |
0.52 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.470 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+48.48% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
+63.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.520 |
| 1M High / 1M Low: |
0.590 |
0.300 |
| 6M High / 6M Low: |
1.530 |
0.150 |
| High (YTD): |
1/22/2025 |
0.590 |
| Low (YTD): |
1/3/2025 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.436 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.484 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.58% |
| Volatility 6M: |
|
220.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |