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BNP Paribas Call 155 ABBV 21.06.2.../  DE000PN35NQ1  /

Frankfurt Zert./BNP
2024-06-07  8:50:25 PM Chg.+0.100 Bid2024-06-07 Ask- Underlying Strike price Expiration date Option type
1.410EUR +7.63% 1.410
Bid Size: 10,000		 -
Ask Size: -		 AbbVie Inc 155.00 USD 2024-06-21 Call
 

Master data

WKN: PN35NQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Call
Strike price: 155.00 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: 11.91
Leverage: Yes

Calculated values

Fair value: 1.27
Intrinsic value: 1.25
Implied volatility: 0.31
Historic volatility: 0.17
Parity: 1.25
Time value: 0.05
Break-even: 155.31
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.06
Omega: 10.98
Rho: 0.05
 

Quote data

Open: 1.260
High: 1.450
Low: 1.240
Previous Close: 1.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+138.98%
1 Month  
+48.42%
3 Months
  -45.35%
YTD  
+54.95%
1 Year  
+110.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 0.590
1M High / 1M Low: 1.310 0.320
6M High / 6M Low: 2.680 0.320
High (YTD): 2024-03-06 2.680
Low (YTD): 2024-05-29 0.320
52W High: 2024-03-06 2.680
52W Low: 2024-05-29 0.320
Avg. price 1W:   0.870
Avg. volume 1W:   0.000
Avg. price 1M:   0.759
Avg. volume 1M:   0.000
Avg. price 6M:   1.521
Avg. volume 6M:   0.000
Avg. price 1Y:   1.139
Avg. volume 1Y:   0.000
Volatility 1M:   320.86%
Volatility 6M:   184.28%
Volatility 1Y:   164.02%
Volatility 3Y:   -