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BNP Paribas Call 150 ABBV 21.06.2.../  DE000PN35NP3  /

Frankfurt Zert./BNP
2024-06-07  4:20:11 PM Chg.+0.070 Bid4:33:50 PM Ask- Underlying Strike price Expiration date Option type
1.830EUR +3.98% 1.860
Bid Size: 24,000		 -
Ask Size: -		 AbbVie Inc 150.00 USD 2024-06-21 Call
 

Master data

WKN: PN35NP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Call
Strike price: 150.00 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: 8.79
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 1.70
Implied volatility: 0.41
Historic volatility: 0.17
Parity: 1.70
Time value: 0.06
Break-even: 155.32
Moneyness: 1.12
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.15%
Delta: 0.94
Theta: -0.07
Omega: 8.23
Rho: 0.05
 

Quote data

Open: 1.720
High: 1.830
Low: 1.690
Previous Close: 1.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+88.66%
1 Month  
+35.56%
3 Months
  -38.80%
YTD  
+56.41%
1 Year  
+117.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.760 0.970
1M High / 1M Low: 1.760 0.610
6M High / 6M Low: 3.090 0.610
High (YTD): 2024-03-06 3.090
Low (YTD): 2024-05-29 0.610
52W High: 2024-03-06 3.090
52W Low: 2023-11-28 0.480
Avg. price 1W:   1.288
Avg. volume 1W:   0.000
Avg. price 1M:   1.140
Avg. volume 1M:   0.000
Avg. price 6M:   1.884
Avg. volume 6M:   0.000
Avg. price 1Y:   1.416
Avg. volume 1Y:   0.000
Volatility 1M:   238.82%
Volatility 6M:   148.16%
Volatility 1Y:   139.71%
Volatility 3Y:   -