BNP Paribas Call 90 ABT 17.01.2025
/ DE000PN7E6V7
BNP Paribas Call 90 ABT 17.01.202.../ DE000PN7E6V7 /
| 2024-06-12 9:50:39 PM |
Chg.-0.130 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.690EUR |
-7.14% |
1.680
Bid Size: 9,600 |
1.700
Ask Size: 9,600 |
Abbott Laboratories |
90.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN7E6V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
1.47 |
| Time value: |
0.37 |
| Break-even: |
102.20 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.10% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
4.50 |
| Rho: |
0.39 |
Quote data
| Open: |
1.830 |
| High: |
1.870 |
| Low: |
1.690 |
| Previous Close: |
1.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.96% |
| 1 Month |
|
|
-5.06% |
| 3 Months |
|
|
-46.69% |
| YTD |
|
|
-28.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.980 |
1.580 |
| 1M High / 1M Low: |
1.980 |
1.420 |
| 6M High / 6M Low: |
3.210 |
1.420 |
| High (YTD): |
2024-03-08 |
3.210 |
| Low (YTD): |
2024-05-29 |
1.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.340 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.86% |
| Volatility 6M: |
|
67.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
