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BNP Paribas Call 160 4AB 21.06.20.../  DE000PN35NR9  /

Frankfurt Zert./BNP
2024-06-06  3:20:27 PM Chg.+0.020 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
0.630EUR +3.28% 0.630
Bid Size: 4,762		 0.680
Ask Size: 4,412		 ABBVIE INC. D... 160.00 - 2024-06-21 Call
 

Master data

WKN: PN35NR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2023-06-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.77
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.17
Parity: -0.79
Time value: 0.64
Break-even: 166.40
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 7.84
Spread abs.: 0.01
Spread %: 1.59%
Delta: 0.41
Theta: -0.31
Omega: 9.69
Rho: 0.02
 

Quote data

Open: 0.600
High: 0.630
Low: 0.570
Previous Close: 0.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+270.59%
1 Month     0.00%
3 Months
  -72.37%
YTD
  -8.70%
1 Year  
+31.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.170
1M High / 1M Low: 0.780 0.140
6M High / 6M Low: 2.280 0.140
High (YTD): 2024-03-06 2.280
Low (YTD): 2024-05-29 0.140
52W High: 2024-03-06 2.280
52W Low: 2024-05-29 0.140
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.437
Avg. volume 1M:   0.000
Avg. price 6M:   1.191
Avg. volume 6M:   0.000
Avg. price 1Y:   0.894
Avg. volume 1Y:   0.000
Volatility 1M:   418.66%
Volatility 6M:   225.45%
Volatility 1Y:   193.05%
Volatility 3Y:   -