OverviewChartNewsTraderScreen

BNP Paribas Call 100 ABL 21.06.20.../  DE000PE89T26  /

Frankfurt Zert./BNP
2024-05-24  9:50:43 PM Chg.-0.060 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
0.440EUR -12.00% 0.450
Bid Size: 8,700		 0.460
Ask Size: 8,700		 ABBOTT LABS 100.00 - 2024-06-21 Call
 

Master data

WKN: PE89T2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.83
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.16
Parity: -0.42
Time value: 0.46
Break-even: 104.60
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 2.27
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.44
Theta: -0.12
Omega: 9.08
Rho: 0.03
 

Quote data

Open: 0.470
High: 0.500
Low: 0.440
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -48.84%
3 Months
  -76.96%
YTD
  -66.41%
1 Year
  -65.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.390
1M High / 1M Low: 0.860 0.390
6M High / 6M Low: 2.070 0.390
High (YTD): 2024-03-07 2.070
Low (YTD): 2024-05-21 0.390
52W High: 2024-03-07 2.070
52W Low: 2024-05-21 0.390
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.584
Avg. volume 1M:   0.000
Avg. price 6M:   1.247
Avg. volume 6M:   0.000
Avg. price 1Y:   1.153
Avg. volume 1Y:   0.000
Volatility 1M:   178.29%
Volatility 6M:   124.35%
Volatility 1Y:   120.55%
Volatility 3Y:   -