BNP Paribas Call 115 ABT 20.09.2024
/ DE000PC83ZH7
BNP Paribas Call 115 ABT 20.09.20.../ DE000PC83ZH7 /
| 2024-07-09 9:50:28 PM |
Chg.-0.004 |
Bid9:57:28 PM |
Ask9:57:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
-6.15% |
0.061
Bid Size: 27,000 |
0.091
Ask Size: 27,000 |
Abbott Laboratories |
115.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC83ZH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
103.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
-1.19 |
| Time value: |
0.09 |
| Break-even: |
107.09 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.03 |
| Spread %: |
40.00% |
| Delta: |
0.17 |
| Theta: |
-0.02 |
| Omega: |
17.71 |
| Rho: |
0.03 |
Quote data
| Open: |
0.064 |
| High: |
0.067 |
| Low: |
0.054 |
| Previous Close: |
0.065 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.78% |
| 1 Month |
|
|
-70.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.060 |
| 1M High / 1M Low: |
0.210 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
160 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
76.190 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
442.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
