BNP Paribas Call 160 ABBV 20.09.2024
/ DE000PC1LC43
BNP Paribas Call 160 ABBV 20.09.2.../ DE000PC1LC43 /
| 8/2/2024 9:50:32 PM |
Chg.-0.110 |
Bid9:59:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.820EUR |
-3.75% |
-
Bid Size: - |
-
Ask Size: - |
AbbVie Inc |
160.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC1LC4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
2.68 |
| Time value: |
0.16 |
| Break-even: |
175.04 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
5.61 |
| Rho: |
0.16 |
Quote data
| Open: |
2.850 |
| High: |
3.240 |
| Low: |
2.630 |
| Previous Close: |
2.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.55% |
| 1 Month |
|
|
+173.79% |
| 3 Months |
|
|
+151.79% |
| YTD |
|
|
+206.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.930 |
2.320 |
| 1M High / 1M Low: |
2.930 |
1.020 |
| 6M High / 6M Low: |
2.930 |
0.530 |
| High (YTD): |
8/1/2024 |
2.930 |
| Low (YTD): |
5/29/2024 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.740 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.603 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.69% |
| Volatility 6M: |
|
164.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
