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BNP Paribas Call 160 4AB 21.06.20.../  DE000PN35NR9  /

EUWAX
2024-06-07  8:26:56 AM Chg.+0.230 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.830EUR +38.33% -
Bid Size: -		 -
Ask Size: -		 ABBVIE INC. D... 160.00 - 2024-06-21 Call
 

Master data

WKN: PN35NR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2023-06-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.79
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.17
Parity: -0.52
Time value: 0.87
Break-even: 168.70
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 8.46
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.46
Theta: -0.39
Omega: 8.24
Rho: 0.02
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+361.11%
1 Month  
+27.69%
3 Months
  -62.95%
YTD  
+22.06%
1 Year  
+59.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.180
1M High / 1M Low: 0.790 0.110
6M High / 6M Low: 2.260 0.110
High (YTD): 2024-03-13 2.260
Low (YTD): 2024-05-30 0.110
52W High: 2024-03-13 2.260
52W Low: 2024-05-30 0.110
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.434
Avg. volume 1M:   0.000
Avg. price 6M:   1.196
Avg. volume 6M:   0.000
Avg. price 1Y:   0.896
Avg. volume 1Y:   0.000
Volatility 1M:   522.58%
Volatility 6M:   253.59%
Volatility 1Y:   214.52%
Volatility 3Y:   -