BNP Paribas Call 140 ABBV 16.01.2026
/ DE000PC1LDA7
BNP Paribas Call 140 ABBV 16.01.2.../ DE000PC1LDA7 /
| 2024-06-03 9:09:05 AM |
Chg.+0.32 |
Bid9:36:22 AM |
Ask9:36:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.04EUR |
+11.76% |
3.05
Bid Size: 984 |
3.12
Ask Size: 962 |
AbbVie Inc |
140.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LDA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.98 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
1.96 |
| Time value: |
1.11 |
| Break-even: |
159.75 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.66% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
4.04 |
| Rho: |
1.52 |
Quote data
| Open: |
3.04 |
| High: |
3.04 |
| Low: |
3.04 |
| Previous Close: |
2.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.55% |
| 1 Month |
|
|
-4.40% |
| 3 Months |
|
|
-29.63% |
| YTD |
|
|
+19.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.75 |
2.55 |
| 1M High / 1M Low: |
3.44 |
2.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-15 |
4.73 |
| Low (YTD): |
2024-05-30 |
2.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
