BNP Paribas Call 120 ABL 20.12.2024
/ DE000PE89UC2
BNP Paribas Call 120 ABL 20.12.20.../ DE000PE89UC2 /
11/10/2024 08:42:57 |
Chg.-0.020 |
Bid17:00:35 |
Ask17:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
-6.67% |
0.310 Bid Size: 20,600 |
0.320 Ask Size: 20,600 |
ABBOTT LABS |
120.00 - |
20/12/2024 |
Call |
Master data
WKN: |
PE89UC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ABBOTT LABS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
20/12/2024 |
Issue date: |
16/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
36.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.16 |
Parity: |
-1.43 |
Time value: |
0.29 |
Break-even: |
122.90 |
Moneyness: |
0.88 |
Premium: |
0.16 |
Premium p.a.: |
1.19 |
Spread abs.: |
0.01 |
Spread %: |
3.57% |
Delta: |
0.28 |
Theta: |
-0.05 |
Omega: |
10.06 |
Rho: |
0.05 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+40.00% |
1 Month |
|
|
-30.00% |
3 Months |
|
|
+86.67% |
YTD |
|
|
-55.56% |
1 Year |
|
|
+3.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.190 |
1M High / 1M Low: |
0.420 |
0.190 |
6M High / 6M Low: |
0.550 |
0.100 |
High (YTD): |
11/03/2024 |
1.080 |
Low (YTD): |
19/07/2024 |
0.100 |
52W High: |
11/03/2024 |
1.080 |
52W Low: |
19/07/2024 |
0.100 |
Avg. price 1W: |
|
0.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.274 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.238 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.408 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
216.58% |
Volatility 6M: |
|
260.80% |
Volatility 1Y: |
|
203.04% |
Volatility 3Y: |
|
- |