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BNP Paribas Call 140 ABL 20.12.20.../  DE000PE89UE8  /

EUWAX
7/9/2024  8:43:42 AM Chg.-0.004 Bid2:00:21 PM Ask2:00:21 PM Underlying Strike price Expiration date Option type
0.016EUR -20.00% 0.016
Bid Size: 50,000		 0.091
Ask Size: 50,000		 ABBOTT LABS 140.00 - 12/20/2024 Call
 

Master data

WKN: PE89UE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 103.61
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.16
Parity: -4.57
Time value: 0.09
Break-even: 140.91
Moneyness: 0.67
Premium: 0.49
Premium p.a.: 1.45
Spread abs.: 0.07
Spread %: 435.29%
Delta: 0.09
Theta: -0.01
Omega: 9.28
Rho: 0.03
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -27.27%
3 Months
  -85.45%
YTD
  -90.00%
1 Year
  -93.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.007
1M High / 1M Low: 0.039 0.007
6M High / 6M Low: 0.320 0.007
High (YTD): 3/11/2024 0.320
Low (YTD): 7/4/2024 0.007
52W High: 7/24/2023 0.380
52W Low: 7/4/2024 0.007
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.113
Avg. volume 6M:   0.000
Avg. price 1Y:   0.129
Avg. volume 1Y:   0.000
Volatility 1M:   582.52%
Volatility 6M:   321.35%
Volatility 1Y:   256.97%
Volatility 3Y:   -