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BNP Paribas Call 150 4AB 20.12.20.../  DE000PN35NV1  /

Frankfurt Zert./BNP
2024-11-11  12:50:30 PM Chg.+0.070 Bid2024-11-11 Ask- Underlying Strike price Expiration date Option type
4.790EUR +1.48% 4.790
Bid Size: 10,000		 -
Ask Size: -		 ABBVIE INC. D... 150.00 - 2024-12-20 Call
 

Master data

WKN: PN35NV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-12-20
Issue date: 2023-06-01
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.86
Leverage: Yes

Calculated values

Fair value: 3.67
Intrinsic value: 3.62
Implied volatility: 1.20
Historic volatility: 0.18
Parity: 3.62
Time value: 1.21
Break-even: 198.30
Moneyness: 1.24
Premium: 0.06
Premium p.a.: 0.80
Spread abs.: 0.12
Spread %: 2.55%
Delta: 0.78
Theta: -0.29
Omega: 2.99
Rho: 0.10
 

Quote data

Open: 4.750
High: 4.790
Low: 4.740
Previous Close: 4.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.42%
1 Month  
+17.11%
3 Months  
+22.82%
YTD  
+203.16%
1 Year  
+388.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.930 4.720
1M High / 1M Low: 5.110 3.520
6M High / 6M Low: 5.110 1.310
High (YTD): 2024-10-31 5.110
Low (YTD): 2024-05-28 1.310
52W High: 2024-10-31 5.110
52W Low: 2023-11-29 0.840
Avg. price 1W:   4.814
Avg. volume 1W:   0.000
Avg. price 1M:   4.244
Avg. volume 1M:   0.000
Avg. price 6M:   3.299
Avg. volume 6M:   0.000
Avg. price 1Y:   2.789
Avg. volume 1Y:   0.000
Volatility 1M:   118.16%
Volatility 6M:   101.60%
Volatility 1Y:   95.60%
Volatility 3Y:   -