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BNP Paribas Call 180 ABBV 20.12.2.../  DE000PN7EZ12  /

Frankfurt Zert./BNP
2024-09-04  9:50:27 PM Chg.-0.010 Bid9:59:26 PM Ask9:59:26 PM Underlying Strike price Expiration date Option type
2.070EUR -0.48% 2.020
Bid Size: 7,000		 2.030
Ask Size: 7,000		 AbbVie Inc 180.00 USD 2024-12-20 Call
 

Master data

WKN: PN7EZ1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2024-12-20
Issue date: 2023-08-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.52
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 1.60
Implied volatility: 0.26
Historic volatility: 0.17
Parity: 1.60
Time value: 0.50
Break-even: 183.92
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.48%
Delta: 0.79
Theta: -0.05
Omega: 6.72
Rho: 0.35
 

Quote data

Open: 2.050
High: 2.210
Low: 2.000
Previous Close: 2.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.38%
1 Month  
+38.93%
3 Months  
+298.08%
YTD  
+350.00%
1 Year  
+314.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.100 1.910
1M High / 1M Low: 2.100 1.490
6M High / 6M Low: 2.100 0.270
High (YTD): 2024-09-02 2.100
Low (YTD): 2024-05-29 0.270
52W High: 2024-09-02 2.100
52W Low: 2023-11-29 0.200
Avg. price 1W:   2.014
Avg. volume 1W:   0.000
Avg. price 1M:   1.890
Avg. volume 1M:   0.000
Avg. price 6M:   1.023
Avg. volume 6M:   0.000
Avg. price 1Y:   0.838
Avg. volume 1Y:   0.000
Volatility 1M:   71.57%
Volatility 6M:   181.25%
Volatility 1Y:   157.69%
Volatility 3Y:   -