BNP Paribas Call 35 ABLZF 20.06.2025
/ DE000PC1JTK6
BNP Paribas Call 35 ABLZF 20.06.2.../ DE000PC1JTK6 /
| 2024-12-12 9:16:48 AM |
Chg.- |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 18.27EUR |
- |
-
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: |
18.27 |
| High: |
18.27 |
| Low: |
18.27 |
| Previous Close: |
17.83 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.40% |
| 3 Months |
|
|
+21.96% |
| YTD |
|
|
+258.24% |
| 1 Year |
|
|
+256.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
18.84 |
15.77 |
| 6M High / 6M Low: |
18.84 |
10.61 |
| High (YTD): |
2024-12-09 |
18.84 |
| Low (YTD): |
2024-01-19 |
3.87 |
| 52W High: |
2024-12-09 |
18.84 |
| 52W Low: |
2024-01-19 |
3.87 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
17.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
15.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
12.34 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
54.88% |
| Volatility 6M: |
|
77.74% |
| Volatility 1Y: |
|
71.98% |
| Volatility 3Y: |
|
- |
