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BNP Paribas Call 110 ABL 17.01.20.../  DE000PE89UG3  /

EUWAX
7/9/2024  8:43:42 AM Chg.-0.050 Bid7:52:16 PM Ask7:52:16 PM Underlying Strike price Expiration date Option type
0.380EUR -11.63% 0.350
Bid Size: 38,200		 0.360
Ask Size: 38,200		 ABBOTT LABS 110.00 - 1/17/2025 Call
 

Master data

WKN: PE89UG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.18
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -1.57
Time value: 0.39
Break-even: 113.90
Moneyness: 0.86
Premium: 0.21
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.32
Theta: -0.02
Omega: 7.63
Rho: 0.14
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.32%
1 Month
  -22.45%
3 Months
  -62.00%
YTD
  -66.07%
1 Year
  -69.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.380
1M High / 1M Low: 0.680 0.380
6M High / 6M Low: 1.730 0.350
High (YTD): 3/11/2024 1.730
Low (YTD): 5/30/2024 0.350
52W High: 3/11/2024 1.730
52W Low: 5/30/2024 0.350
Avg. price 1W:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.491
Avg. volume 1M:   0.000
Avg. price 6M:   0.961
Avg. volume 6M:   0.000
Avg. price 1Y:   0.933
Avg. volume 1Y:   0.000
Volatility 1M:   168.62%
Volatility 6M:   132.38%
Volatility 1Y:   117.50%
Volatility 3Y:   -