BNP Paribas Call 35 ABLZF 20.06.2025
/ DE000PC1JTK6
BNP Paribas Call 35 ABLZF 20.06.2.../ DE000PC1JTK6 /
| 2024-12-12 4:21:11 PM |
Chg.+0.110 |
Bid5:19:20 PM |
Ask5:19:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 18.570EUR |
+0.60% |
-
Bid Size: - |
-
Ask Size: - |
ABB Ltd. |
35.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
PC1JTK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ABB Ltd. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-12-13 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.79 |
| Intrinsic value: |
17.30 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.21 |
| Parity: |
17.30 |
| Time value: |
1.09 |
| Break-even: |
53.39 |
| Moneyness: |
1.49 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.11% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.64 |
| Rho: |
0.15 |
Quote data
| Open: |
18.340 |
| High: |
18.830 |
| Low: |
18.340 |
| Previous Close: |
18.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.08% |
| 3 Months |
|
|
+28.69% |
| YTD |
|
|
+259.19% |
| 1 Year |
|
|
+265.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
18.850 |
15.600 |
| 6M High / 6M Low: |
18.850 |
10.590 |
| High (YTD): |
2024-12-09 |
18.850 |
| Low (YTD): |
2024-01-19 |
3.700 |
| 52W High: |
2024-12-09 |
18.850 |
| 52W Low: |
2024-01-19 |
3.700 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
17.489 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
15.309 |
| Avg. volume 6M: |
|
32.585 |
| Avg. price 1Y: |
|
12.393 |
| Avg. volume 1Y: |
|
16.359 |
| Volatility 1M: |
|
42.27% |
| Volatility 6M: |
|
73.42% |
| Volatility 1Y: |
|
76.13% |
| Volatility 3Y: |
|
- |
