BNP Paribas Call 45 ABBN 20.06.2025
/ DE000PC5B932
BNP Paribas Call 45 ABBN 20.06.20.../ DE000PC5B932 /
| 2024-06-12 10:19:06 AM |
Chg.- |
Bid9:43:45 AM |
Ask9:43:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.35EUR |
- |
9.09
Bid Size: 9,000 |
9.11
Ask Size: 9,000 |
ABB LTD N |
45.00 CHF |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2025-06-19 |
| 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: |
8.35 |
| High: |
8.35 |
| Low: |
8.35 |
| Previous Close: |
8.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.09% |
| 1 Month |
|
|
+50.45% |
| 3 Months |
|
|
+255.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.35 |
7.80 |
| 1M High / 1M Low: |
8.35 |
5.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
