BNP Paribas Call 170 4AB 20.09.2024
/ DE000PC2WPT6
BNP Paribas Call 170 4AB 20.09.20.../ DE000PC2WPT6 /
| 2024-08-20 9:50:41 PM |
Chg.-0.080 |
Bid9:59:40 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.450EUR |
-3.16% |
-
Bid Size: - |
-
Ask Size: - |
ABBVIE INC. D... |
170.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PC2WPT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-08-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
1.83 |
| Historic volatility: |
0.17 |
| Parity: |
0.80 |
| Time value: |
1.73 |
| Break-even: |
195.30 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
28.59 |
| Spread abs.: |
0.08 |
| Spread %: |
3.27% |
| Delta: |
0.62 |
| Theta: |
-1.04 |
| Omega: |
4.36 |
| Rho: |
0.02 |
Quote data
| Open: |
2.520 |
| High: |
2.580 |
| Low: |
2.310 |
| Previous Close: |
2.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+24.37% |
| 3 Months |
|
|
+282.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.530 |
1.960 |
| 6M High / 6M Low: |
2.530 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.020 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.07% |
| Volatility 6M: |
|
225.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
