BNP Paribas Call 35 ABBN 20.06.2025
/ DE000PC1JTK6
BNP Paribas Call 35 ABBN 20.06.20.../ DE000PC1JTK6 /
| 2024-06-13 9:21:00 AM |
Chg.+0.070 |
Bid9:36:46 AM |
Ask9:36:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 18.030EUR |
+0.39% |
18.040
Bid Size: 7,000 |
18.060
Ask Size: 7,000 |
ABB LTD N |
35.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
PC1JTK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.72 |
| Intrinsic value: |
15.28 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.21 |
| Parity: |
15.28 |
| Time value: |
1.34 |
| Break-even: |
52.92 |
| Moneyness: |
1.42 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.12% |
| Delta: |
1.00 |
| Theta: |
0.00 |
| Omega: |
3.09 |
| Rho: |
0.35 |
Quote data
| Open: |
18.030 |
| High: |
18.030 |
| Low: |
18.030 |
| Previous Close: |
17.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.07% |
| 1 Month |
|
|
+29.62% |
| 3 Months |
|
|
+115.16% |
| YTD |
|
|
+248.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.960 |
16.520 |
| 1M High / 1M Low: |
17.960 |
13.540 |
| 6M High / 6M Low: |
17.960 |
3.700 |
| High (YTD): |
2024-06-12 |
17.960 |
| Low (YTD): |
2024-01-19 |
3.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
15.395 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.764 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.80% |
| Volatility 6M: |
|
77.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
