BNP Paribas Call 130 ABL 17.01.2025
/ DE000PE89UJ7
BNP Paribas Call 130 ABL 17.01.20.../ DE000PE89UJ7 /
11/10/2024 17:21:19 |
Chg.+0.010 |
Bid17:21:30 |
Ask17:21:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+10.00% |
0.100 Bid Size: 35,000 |
0.110 Ask Size: 35,000 |
ABBOTT LABS |
130.00 - |
17/01/2025 |
Call |
Master data
WKN: |
PE89UJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ABBOTT LABS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 - |
Maturity: |
17/01/2025 |
Issue date: |
16/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
96.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.16 |
Parity: |
-2.43 |
Time value: |
0.11 |
Break-even: |
131.10 |
Moneyness: |
0.81 |
Premium: |
0.24 |
Premium p.a.: |
1.23 |
Spread abs.: |
0.01 |
Spread %: |
10.00% |
Delta: |
0.13 |
Theta: |
-0.02 |
Omega: |
12.84 |
Rho: |
0.03 |
Quote data
Open: |
0.090 |
High: |
0.120 |
Low: |
0.090 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+54.93% |
1 Month |
|
|
-26.67% |
3 Months |
|
|
+42.86% |
YTD |
|
|
-70.27% |
1 Year |
|
|
-35.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.071 |
1M High / 1M Low: |
0.160 |
0.057 |
6M High / 6M Low: |
0.290 |
0.042 |
High (YTD): |
08/03/2024 |
0.680 |
Low (YTD): |
18/07/2024 |
0.042 |
52W High: |
08/03/2024 |
0.680 |
52W Low: |
18/07/2024 |
0.042 |
Avg. price 1W: |
|
0.093 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.099 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.103 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.218 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
226.81% |
Volatility 6M: |
|
294.69% |
Volatility 1Y: |
|
233.88% |
Volatility 3Y: |
|
- |