BNP Paribas Call 100 ABL 20.12.2024
/ DE000PE89UA6
BNP Paribas Call 100 ABL 20.12.20.../ DE000PE89UA6 /
| 02/08/2024 08:40:30 |
Chg.+0.28 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
+28.00% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
100.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PE89UA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
16/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.17 |
| Parity: |
0.21 |
| Time value: |
1.11 |
| Break-even: |
113.20 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
4.68 |
| Rho: |
0.19 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
+54.22% |
| 3 Months |
|
|
+5.79% |
| YTD |
|
|
-21.95% |
| 1 Year |
|
|
-28.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.74 |
| 1M High / 1M Low: |
1.11 |
0.69 |
| 6M High / 6M Low: |
2.38 |
0.69 |
| High (YTD): |
11/03/2024 |
2.38 |
| Low (YTD): |
19/07/2024 |
0.69 |
| 52W High: |
11/03/2024 |
2.38 |
| 52W Low: |
19/07/2024 |
0.69 |
| Avg. price 1W: |
|
0.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
10.24 |
| Avg. price 1Y: |
|
1.35 |
| Avg. volume 1Y: |
|
5.08 |
| Volatility 1M: |
|
222.48% |
| Volatility 6M: |
|
132.74% |
| Volatility 1Y: |
|
111.40% |
| Volatility 3Y: |
|
- |
