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BNP Paribas Call 120 ABL 20.12.20.../  DE000PE89UC2  /

Frankfurt Zert./BNP
7/9/2024  4:05:15 PM Chg.-0.010 Bid4:09:21 PM Ask4:09:21 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 60,800		 0.120
Ask Size: 60,800		 ABBOTT LABS 120.00 - 12/20/2024 Call
 

Master data

WKN: PE89UC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 72.53
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.16
Parity: -2.57
Time value: 0.13
Break-even: 121.30
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.15
Theta: -0.01
Omega: 10.73
Rho: 0.06
 

Quote data

Open: 0.120
High: 0.130
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -59.26%
3 Months
  -81.03%
YTD
  -82.26%
1 Year
  -84.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.120
1M High / 1M Low: 0.280 0.120
6M High / 6M Low: 1.090 0.120
High (YTD): 3/8/2024 1.090
Low (YTD): 7/8/2024 0.120
52W High: 3/8/2024 1.090
52W Low: 7/8/2024 0.120
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   0.497
Avg. volume 6M:   0.000
Avg. price 1Y:   0.504
Avg. volume 1Y:   0.000
Volatility 1M:   235.22%
Volatility 6M:   187.76%
Volatility 1Y:   157.07%
Volatility 3Y:   -