BNP Paribas Call 45 ABBN 20.06.2025
/ DE000PC5B932
BNP Paribas Call 45 ABBN 20.06.20.../ DE000PC5B932 /
| 6/12/2024 4:21:05 PM |
Chg.+1.210 |
Bid5:19:47 PM |
Ask5:19:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.040EUR |
+15.45% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
45.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
PC5B93 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
2/20/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.15 |
| Intrinsic value: |
4.90 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.21 |
| Parity: |
4.90 |
| Time value: |
3.03 |
| Break-even: |
54.61 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.25% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
5.14 |
| Rho: |
0.34 |
Quote data
| Open: |
8.080 |
| High: |
9.040 |
| Low: |
8.080 |
| Previous Close: |
7.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.64% |
| 1 Month |
|
|
+63.47% |
| 3 Months |
|
|
+305.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.100 |
7.620 |
| 1M High / 1M Low: |
8.100 |
5.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.917 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
