BNP Paribas Call 35 ABLZF 20.06.2.../  DE000PC1JTK6  /

Frankfurt Zert./BNP
12/12/2024  16:21:11 Chg.+0.110 Bid17:19:20 Ask17:19:20 Underlying Strike price Expiration date Option type
18.570EUR +0.60% -
Bid Size: -
-
Ask Size: -
ABB Ltd. 35.00 - 20/06/2025 Call
 

Master data

WKN: PC1JTK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ABB Ltd.
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 20/06/2025
Issue date: 11/12/2023
Last trading day: 13/12/2024
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): 09/12/2024 18.850
Low (YTD): 19/01/2024 3.700
52W High: 09/12/2024 18.850
52W Low: 19/01/2024 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:   -