BNP Paribas Call 180 ABBV 20.09.2024
/ DE000PC2WPQ2
BNP Paribas Call 180 ABBV 20.09.2.../ DE000PC2WPQ2 /
2024-07-10 9:50:23 PM |
Chg.0.000 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
0.00% |
0.260 Bid Size: 10,000 |
0.270 Ask Size: 10,000 |
AbbVie Inc |
180.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
PC2WPQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
AbbVie Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
62.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
-1.11 |
Time value: |
0.25 |
Break-even: |
168.95 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.01 |
Spread %: |
4.17% |
Delta: |
0.28 |
Theta: |
-0.04 |
Omega: |
17.41 |
Rho: |
0.08 |
Quote data
Open: |
0.230 |
High: |
0.250 |
Low: |
0.210 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+26.32% |
1 Month |
|
|
-20.00% |
3 Months |
|
|
-56.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.190 |
1M High / 1M Low: |
0.440 |
0.160 |
6M High / 6M Low: |
1.300 |
0.100 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.302 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.598 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
259.93% |
Volatility 6M: |
|
214.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |