BNP Paribas Call 42 ABBN 21.06.2024
/ DE000PC5B916
BNP Paribas Call 42 ABBN 21.06.20.../ DE000PC5B916 /
| 17/05/2024 16:21:15 |
Chg.-0.460 |
Bid17:19:59 |
Ask17:19:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.560EUR |
-7.64% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
42.00 CHF |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.43 |
| Intrinsic value: |
5.26 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
5.26 |
| Time value: |
0.34 |
| Break-even: |
48.11 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
7.76 |
| Rho: |
0.03 |
Quote data
| Open: |
5.610 |
| High: |
5.610 |
| Low: |
5.320 |
| Previous Close: |
6.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.08% |
| 1 Month |
|
|
+62.10% |
| 3 Months |
|
|
+595.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.260 |
5.560 |
| 1M High / 1M Low: |
6.260 |
3.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
