BNP Paribas Call 120 ABT 20.09.2024
/ DE000PC397R4
BNP Paribas Call 120 ABT 20.09.20.../ DE000PC397R4 /
| 06/09/2024 21:50:32 |
Chg.+0.004 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.008EUR |
+100.00% |
0.008
Bid Size: 11,500 |
0.091
Ask Size: 11,500 |
Abbott Laboratories |
120.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC397R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
112.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
-0.55 |
| Time value: |
0.09 |
| Break-even: |
109.16 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
4.53 |
| Spread abs.: |
0.08 |
| Spread %: |
1,037.50% |
| Delta: |
0.23 |
| Theta: |
-0.08 |
| Omega: |
26.31 |
| Rho: |
0.01 |
Quote data
| Open: |
0.001 |
| High: |
0.009 |
| Low: |
0.001 |
| Previous Close: |
0.004 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.27% |
| 1 Month |
|
|
-83.67% |
| 3 Months |
|
|
-92.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.023 |
0.004 |
| 1M High / 1M Low: |
0.049 |
0.004 |
| 6M High / 6M Low: |
0.870 |
0.004 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.138 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
664.98% |
| Volatility 6M: |
|
549.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
