BNP Paribas Call 700 AVS 21.03.2025
/ DE000PC9R3P2
BNP Paribas Call 700 AVS 21.03.20.../ DE000PC9R3P2 /
| 1/23/2025 8:13:30 AM |
Chg.+0.030 |
Bid5:13:41 PM |
Ask5:13:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+17.65% |
0.150
Bid Size: 20,000 |
0.160
Ask Size: 20,000 |
ASM INTL N.V. E... |
700.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9R3P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.41 |
| Parity: |
-0.72 |
| Time value: |
0.26 |
| Break-even: |
726.00 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.07 |
| Spread %: |
36.84% |
| Delta: |
0.34 |
| Theta: |
-0.42 |
| Omega: |
8.23 |
| Rho: |
0.29 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
+42.86% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.170 |
| 1M High / 1M Low: |
0.190 |
0.100 |
| 6M High / 6M Low: |
0.980 |
0.057 |
| High (YTD): |
1/17/2025 |
0.190 |
| Low (YTD): |
1/2/2025 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.239 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.25% |
| Volatility 6M: |
|
220.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |