BNP Paribas Call 30 ABBN 19.12.20.../  DE000PC39967  /

Frankfurt Zert./BNP
2024-12-20  4:47:06 PM Chg.-0.080 Bid5:19:40 PM Ask5:19:40 PM Underlying Strike price Expiration date Option type
20.580EUR -0.39% -
Bid Size: -
-
Ask Size: -
ABB LTD N 30.00 CHF 2025-12-19 Call
 

Master data

WKN: PC3996
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 30.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 20.99
Intrinsic value: 20.09
Implied volatility: -
Historic volatility: 0.21
Parity: 20.09
Time value: 0.63
Break-even: 52.93
Moneyness: 1.62
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 0.10%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 19.950
High: 20.580
Low: 19.720
Previous Close: 20.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.09%
1 Month
  -7.26%
3 Months  
+3.37%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 23.680 20.580
1M High / 1M Low: 24.210 20.580
6M High / 6M Low: 24.210 15.600
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   22.364
Avg. volume 1W:   0.000
Avg. price 1M:   22.767
Avg. volume 1M:   0.000
Avg. price 6M:   20.583
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.77%
Volatility 6M:   56.54%
Volatility 1Y:   -
Volatility 3Y:   -