BNP Paribas Call 50 ABBN 19.12.2025
/ DE000PC61M27
BNP Paribas Call 50 ABBN 19.12.20.../ DE000PC61M27 /
| 6/12/2024 4:21:19 PM |
Chg.+0.920 |
Bid9:18:57 AM |
Ask9:18:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.430EUR |
+16.70% |
6.490
Bid Size: 6,000 |
6.500
Ask Size: 6,000 |
ABB LTD N |
50.00 CHF |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
3/21/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.21 |
| Parity: |
-0.28 |
| Time value: |
5.57 |
| Break-even: |
57.43 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
5.88 |
| Rho: |
0.41 |
Quote data
| Open: |
5.700 |
| High: |
6.430 |
| Low: |
5.700 |
| Previous Close: |
5.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.81% |
| 1 Month |
|
|
+55.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.430 |
5.490 |
| 1M High / 1M Low: |
6.430 |
3.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.941 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
