BNP Paribas Call 160 ABBV 16.01.2026
/ DE000PC1LDC3
BNP Paribas Call 160 ABBV 16.01.2.../ DE000PC1LDC3 /
| 2024-05-31 9:15:16 AM |
Chg.- |
Bid8:32:11 AM |
Ask8:32:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
- |
1.96
Bid Size: 1,531 |
2.03
Ask Size: 1,478 |
AbbVie Inc |
160.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LDC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
7.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.11 |
| Time value: |
1.87 |
| Break-even: |
167.23 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.02% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
4.91 |
| Rho: |
1.26 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.72% |
| 1 Month |
|
|
-18.96% |
| 3 Months |
|
|
-45.02% |
| YTD |
|
|
+6.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.58 |
| 1M High / 1M Low: |
2.30 |
1.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-15 |
3.48 |
| Low (YTD): |
2024-05-30 |
1.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
