BNP Paribas Call 35 ABBN 19.12.20.../  DE000PC39975  /

EUWAX
6/12/2024  10:19:19 AM Chg.+0.32 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
17.46EUR +1.87% -
Bid Size: -
-
Ask Size: -
ABB LTD N 35.00 CHF 12/19/2025 Call
 

Master data

WKN: PC3997
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 35.00 CHF
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.04
Leverage: Yes

Calculated values

Fair value: 17.49
Intrinsic value: 15.28
Implied volatility: -
Historic volatility: 0.21
Parity: 15.28
Time value: 1.67
Break-even: 53.25
Moneyness: 1.42
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.12%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 17.46
High: 17.46
Low: 17.46
Previous Close: 17.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.18%
1 Month  
+25.34%
3 Months  
+115.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.34 16.29
1M High / 1M Low: 17.34 13.72
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   16.94
Avg. volume 1W:   0.00
Avg. price 1M:   15.55
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   42.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -