BNP Paribas Call 150 ABBV 16.01.2026
/ DE000PC1LDB5
BNP Paribas Call 150 ABBV 16.01.2.../ DE000PC1LDB5 /
| 03/06/2024 09:09:05 |
Chg.+0.29 |
Bid09:32:57 |
Ask09:32:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
+13.30% |
2.48
Bid Size: 1,210 |
2.55
Ask Size: 1,177 |
AbbVie Inc |
150.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LDB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
1.04 |
| Time value: |
1.43 |
| Break-even: |
162.92 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.82% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
4.50 |
| Rho: |
1.40 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
-5.36% |
| 3 Months |
|
|
-33.06% |
| YTD |
|
|
+21.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.21 |
2.03 |
| 1M High / 1M Low: |
2.84 |
2.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
15/03/2024 |
4.08 |
| Low (YTD): |
30/05/2024 |
2.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
