BNP Paribas Call 140 ABBV 20.09.2024
/ DE000PC1LC27
BNP Paribas Call 140 ABBV 20.09.2.../ DE000PC1LC27 /
| 02/08/2024 21:50:30 |
Chg.-0.140 |
Bid21:59:43 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.600EUR |
-2.95% |
-
Bid Size: - |
-
Ask Size: - |
AbbVie Inc |
140.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC1LC2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.58 |
| Intrinsic value: |
4.52 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.17 |
| Parity: |
4.52 |
| Time value: |
0.13 |
| Break-even: |
174.81 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.65% |
| Delta: |
0.95 |
| Theta: |
-0.05 |
| Omega: |
3.55 |
| Rho: |
0.15 |
Quote data
| Open: |
4.660 |
| High: |
5.040 |
| Low: |
4.390 |
| Previous Close: |
4.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.92% |
| 1 Month |
|
|
+81.10% |
| 3 Months |
|
|
+82.54% |
| YTD |
|
|
+131.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.740 |
4.110 |
| 1M High / 1M Low: |
4.740 |
2.530 |
| 6M High / 6M Low: |
4.740 |
1.680 |
| High (YTD): |
01/08/2024 |
4.740 |
| Low (YTD): |
29/05/2024 |
1.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.83% |
| Volatility 6M: |
|
100.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
