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: |
|
- |