BNP Paribas Call 150 ABBV 20.09.2024
/ DE000PC1LC35
BNP Paribas Call 150 ABBV 20.09.2.../ DE000PC1LC35 /
| 2024-07-10 9:20:31 PM |
Chg.-0.070 |
Bid9:45:07 PM |
Ask9:45:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
-3.83% |
1.780
Bid Size: 9,000 |
1.790
Ask Size: 9,000 |
AbbVie Inc |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LC3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
1.67 |
| Time value: |
0.17 |
| Break-even: |
157.11 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
7.62 |
| Rho: |
0.24 |
Quote data
| Open: |
1.790 |
| High: |
1.860 |
| Low: |
1.720 |
| Previous Close: |
1.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.55% |
| 1 Month |
|
|
-16.98% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
+25.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.550 |
| 1M High / 1M Low: |
2.310 |
1.550 |
| 6M High / 6M Low: |
3.300 |
1.020 |
| High (YTD): |
2024-03-06 |
3.300 |
| Low (YTD): |
2024-05-29 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.967 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.217 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.68% |
| Volatility 6M: |
|
113.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
