OverviewChartNewsTraderScreen

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

EUWAX
2024-05-31  12:57:57 PM Chg.+0.070 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.180EUR +63.64% -
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: 38.11
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.17
Parity: -1.14
Time value: 0.39
Break-even: 163.90
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 4.96
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.32
Theta: -0.18
Omega: 12.24
Rho: 0.02
 

Quote data

Open: 0.170
High: 0.180
Low: 0.170
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -70.49%
3 Months
  -90.32%
YTD
  -73.53%
1 Year
  -60.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.110
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:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.464
Avg. volume 1M:   0.000
Avg. price 6M:   1.194
Avg. volume 6M:   0.000
Avg. price 1Y:   0.898
Avg. volume 1Y:   0.000
Volatility 1M:   375.42%
Volatility 6M:   203.56%
Volatility 1Y:   185.85%
Volatility 3Y:   -