BNP Paribas Call 140 ABT 19.12.20.../  DE000PC6L350  /

Frankfurt Zert./BNP
2024-09-06  9:50:25 PM Chg.+0.040 Bid9:53:33 PM Ask9:53:33 PM Underlying Strike price Expiration date Option type
0.380EUR +11.76% 0.380
Bid Size: 12,900
0.390
Ask Size: 12,900
Abbott Laboratories 140.00 USD 2025-12-19 Call
 

Master data

WKN: PC6L35
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2025-12-19
Issue date: 2024-03-14
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.34
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -2.36
Time value: 0.39
Break-even: 130.19
Moneyness: 0.81
Premium: 0.27
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.29
Theta: -0.01
Omega: 7.58
Rho: 0.33
 

Quote data

Open: 0.340
High: 0.380
Low: 0.320
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.57%
1 Month     0.00%
3 Months  
+15.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.340
1M High / 1M Low: 0.390 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.350
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -