BNP Paribas Call 42 ABBN 21.06.2024
/ DE000PC5B916
BNP Paribas Call 42 ABBN 21.06.20.../ DE000PC5B916 /
| 2024-05-08 4:21:12 PM |
Chg.+0.880 |
Bid5:19:55 PM |
Ask5:19:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.910EUR |
+21.84% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
42.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
PC5B91 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.56 |
| Intrinsic value: |
4.25 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
4.25 |
| Time value: |
0.52 |
| Break-even: |
47.80 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.42% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
8.55 |
| Rho: |
0.04 |
Quote data
| Open: |
4.510 |
| High: |
4.910 |
| Low: |
4.510 |
| Previous Close: |
4.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.41% |
| 1 Month |
|
|
+195.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.910 |
3.400 |
| 1M High / 1M Low: |
4.910 |
1.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.942 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
389.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
