BNP Paribas Call 100 ABT 20.09.2024
/ DE000PC7YC91
BNP Paribas Call 100 ABT 20.09.20.../ DE000PC7YC91 /
| 02/08/2024 09:57:30 |
Chg.+0.280 |
Bid19:27:00 |
Ask19:27:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+38.89% |
1.080
Bid Size: 18,000 |
1.090
Ask Size: 18,000 |
Abbott Laboratories |
100.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC7YC9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
0.94 |
| Time value: |
0.14 |
| Break-even: |
103.51 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
7.97 |
| Rho: |
0.10 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
1.000 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.87% |
| 1 Month |
|
|
+69.49% |
| 3 Months |
|
|
+1.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.390 |
| 1M High / 1M Low: |
0.860 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
