OverviewChartNewsTraderScreen

BNP Paribas Call 95 ABT 21.06.202.../  DE000PN2HS54  /

Frankfurt Zert./BNP
2024-05-31  4:05:17 PM Chg.-0.010 Bid4:10:23 PM Ask2024-05-31 Underlying Strike price Expiration date Option type
0.660EUR -1.49% 0.640
Bid Size: 18,400		 -
Ask Size: -		 Abbott Laboratories 95.00 USD 2024-06-21 Call
 

Master data

WKN: PN2HS5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-06-21
Issue date: 2023-04-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.52
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.62
Implied volatility: 0.39
Historic volatility: 0.16
Parity: 0.62
Time value: 0.13
Break-even: 95.21
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.26
Spread abs.: 0.07
Spread %: 10.29%
Delta: 0.79
Theta: -0.07
Omega: 9.89
Rho: 0.04
 

Quote data

Open: 0.650
High: 0.700
Low: 0.640
Previous Close: 0.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.26%
1 Month
  -42.61%
3 Months
  -72.27%
YTD
  -60.71%
1 Year
  -56.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.600
1M High / 1M Low: 1.150 0.600
6M High / 6M Low: 2.500 0.600
High (YTD): 2024-03-07 2.500
Low (YTD): 2024-05-29 0.600
52W High: 2024-03-07 2.500
52W Low: 2024-05-29 0.600
Avg. price 1W:   0.734
Avg. volume 1W:   0.000
Avg. price 1M:   0.923
Avg. volume 1M:   0.000
Avg. price 6M:   1.628
Avg. volume 6M:   0.000
Avg. price 1Y:   1.484
Avg. volume 1Y:   88.773
Volatility 1M:   137.98%
Volatility 6M:   100.13%
Volatility 1Y:   101.24%
Volatility 3Y:   -