BNP Paribas Call 50 ABBN 19.12.2025
/ DE000PC61M27
BNP Paribas Call 50 ABBN 19.12.20.../ DE000PC61M27 /
| 31/05/2024 16:21:20 |
Chg.-0.020 |
Bid17:19:20 |
Ask17:19:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.980EUR |
-0.40% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
50.00 CHF |
19/12/2025 |
Call |
Master data
| WKN: |
PC61M2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
21/03/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.21 |
| Parity: |
-1.00 |
| Time value: |
5.00 |
| Break-even: |
56.08 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
6.15 |
| Rho: |
0.40 |
Quote data
| Open: |
5.040 |
| High: |
5.110 |
| Low: |
4.980 |
| Previous Close: |
5.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.49% |
| 1 Month |
|
|
+69.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.160 |
4.980 |
| 1M High / 1M Low: |
5.160 |
2.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
