BNP Paribas Call 60 ABBN 19.06.20.../  DE000PL3VMR6  /

Frankfurt Zert./BNP
2024-12-20  4:47:08 PM Chg.-0.070 Bid5:19:24 PM Ask5:19:24 PM Underlying Strike price Expiration date Option type
1.700EUR -3.95% -
Bid Size: -
-
Ask Size: -
ABB LTD N 60.00 CHF 2026-06-19 Call
 

Master data

WKN: PL3VMR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 60.00 CHF
Maturity: 2026-06-19
Issue date: 2024-12-13
Last trading day: 2026-06-18
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 30.23
Leverage: Yes

Calculated values

Fair value: 2.15
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.21
Parity: -12.12
Time value: 1.73
Break-even: 66.15
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.58%
Delta: 0.27
Theta: 0.00
Omega: 8.08
Rho: 0.18
 

Quote data

Open: 1.590
High: 1.700
Low: 1.530
Previous Close: 1.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -32.27%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.600 1.700
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.224
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -