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BNP Paribas Call 110 ABL 20.12.20.../  DE000PE89UB4  /

Frankfurt Zert./BNP
8/2/2024  9:50:33 PM Chg.+0.080 Bid9:56:31 PM Ask9:56:31 PM Underlying Strike price Expiration date Option type
0.780EUR +11.43% 0.790
Bid Size: 12,900		 0.800
Ask Size: 12,900		 ABBOTT LABS 110.00 - 12/20/2024 Call
 

Master data

WKN: PE89UB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.38
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.17
Parity: -0.79
Time value: 0.71
Break-even: 117.10
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.45
Theta: -0.04
Omega: 6.42
Rho: 0.15
 

Quote data

Open: 0.680
High: 0.790
Low: 0.620
Previous Close: 0.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+65.96%
1 Month  
+105.26%
3 Months  
+25.81%
YTD
  -26.42%
1 Year
  -36.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.440
1M High / 1M Low: 0.700 0.280
6M High / 6M Low: 1.690 0.280
High (YTD): 3/8/2024 1.690
Low (YTD): 7/18/2024 0.280
52W High: 3/8/2024 1.690
52W Low: 7/18/2024 0.280
Avg. price 1W:   0.508
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   0.793
Avg. volume 6M:   0.000
Avg. price 1Y:   0.822
Avg. volume 1Y:   0.000
Volatility 1M:   298.44%
Volatility 6M:   181.74%
Volatility 1Y:   145.20%
Volatility 3Y:   -