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

EUWAX
15/11/2024  08:44:10 Chg.-0.030 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.080EUR -27.27% -
Bid Size: -		 -
Ask Size: -		 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: 109.24
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.17
Parity: -1.08
Time value: 0.10
Break-even: 121.00
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.90
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.18
Theta: -0.04
Omega: 20.03
Rho: 0.02
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -68.00%
3 Months
  -69.23%
YTD
  -87.30%
1 Year
  -76.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.080
1M High / 1M Low: 0.490 0.080
6M High / 6M Low: 0.490 0.080
High (YTD): 11/03/2024 1.080
Low (YTD): 15/11/2024 0.080
52W High: 11/03/2024 1.080
52W Low: 15/11/2024 0.080
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   0.403
Avg. volume 1Y:   0.000
Volatility 1M:   633.34%
Volatility 6M:   358.49%
Volatility 1Y:   269.08%
Volatility 3Y:   -