BNP Paribas Call 100 ABT 19.12.2025
/ DE000PC1JL61
BNP Paribas Call 100 ABT 19.12.20.../ DE000PC1JL61 /
| 2024-05-31 9:50:28 PM |
Chg.-0.020 |
Bid9:56:38 PM |
Ask9:56:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
-1.43% |
1.410
Bid Size: 11,700 |
1.430
Ask Size: 11,700 |
Abbott Laboratories |
100.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1JL6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
0.20 |
| Time value: |
1.23 |
| Break-even: |
106.48 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.42% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
4.37 |
| Rho: |
0.75 |
Quote data
| Open: |
1.380 |
| High: |
1.410 |
| Low: |
1.370 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.80% |
| 1 Month |
|
|
-21.59% |
| 3 Months |
|
|
-49.08% |
| YTD |
|
|
-34.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.360 |
| 1M High / 1M Low: |
1.780 |
1.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
2.860 |
| Low (YTD): |
2024-05-29 |
1.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
