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BNP Paribas Call 145 ABBV 21.06.2.../  DE000PN35NN8  /

Frankfurt Zert./BNP
2024-06-07  4:35:26 PM Chg.+0.090 Bid4:40:45 PM Ask- Underlying Strike price Expiration date Option type
2.310EUR +4.05% 2.330
Bid Size: 24,000		 -
Ask Size: -		 AbbVie Inc 145.00 USD 2024-06-21 Call
 

Master data

WKN: PN35NN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 2024-06-21
Issue date: 2023-06-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.03
Leverage: Yes

Calculated values

Fair value: 2.18
Intrinsic value: 2.16
Implied volatility: 0.43
Historic volatility: 0.17
Parity: 2.16
Time value: 0.04
Break-even: 155.13
Moneyness: 1.16
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.05
Omega: 6.81
Rho: 0.05
 

Quote data

Open: 2.170
High: 2.310
Low: 2.150
Previous Close: 2.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+65.00%
1 Month  
+30.51%
3 Months
  -32.26%
YTD  
+57.14%
1 Year  
+126.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.220 1.400
1M High / 1M Low: 2.220 0.990
6M High / 6M Low: 3.520 0.990
High (YTD): 2024-03-06 3.520
Low (YTD): 2024-05-29 0.990
52W High: 2024-03-06 3.520
52W Low: 2023-11-29 0.660
Avg. price 1W:   1.728
Avg. volume 1W:   0.000
Avg. price 1M:   1.563
Avg. volume 1M:   0.000
Avg. price 6M:   2.275
Avg. volume 6M:   0.000
Avg. price 1Y:   1.720
Avg. volume 1Y:   0.000
Volatility 1M:   181.35%
Volatility 6M:   122.62%
Volatility 1Y:   121.53%
Volatility 3Y:   -