BNP Paribas Call 110 ABL 17.01.2025
/ DE000PE89UG3
BNP Paribas Call 110 ABL 17.01.20.../ DE000PE89UG3 /
| 1/9/2025 8:42:42 AM |
Chg.+0.050 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+13.51% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
110.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
PE89UG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/16/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.17 |
| Parity: |
0.08 |
| Time value: |
0.36 |
| Break-even: |
114.40 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
3.34 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.55 |
| Theta: |
-0.25 |
| Omega: |
13.89 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
-37.31% |
| 3 Months |
|
|
-46.84% |
| YTD |
|
|
-20.75% |
| 1 Year |
|
|
-66.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.330 |
| 1M High / 1M Low: |
0.670 |
0.330 |
| 6M High / 6M Low: |
1.220 |
0.330 |
| High (YTD): |
1/6/2025 |
0.420 |
| Low (YTD): |
1/7/2025 |
0.330 |
| 52W High: |
3/11/2024 |
1.730 |
| 52W Low: |
1/7/2025 |
0.330 |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.481 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.715 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.838 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
193.75% |
| Volatility 6M: |
|
202.05% |
| Volatility 1Y: |
|
171.09% |
| Volatility 3Y: |
|
- |