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BNP Paribas Call 145 ABBV 21.06.2.../  DE000PN35NN8  /

Frankfurt Zert./BNP
2024-06-06  5:05:19 PM Chg.+0.180 Bid5:05:28 PM Ask- Underlying Strike price Expiration date Option type
2.080EUR +9.47% 2.090
Bid Size: 26,000		 -
Ask Size: -		 AbbVie Inc 145.00 USD 2024-06-21 Call
 

Master data

WKN: PN35NN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Call
Strike price: 145.00 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: 8.01
Leverage: Yes

Calculated values

Fair value: 1.90
Intrinsic value: 1.88
Implied volatility: 0.22
Historic volatility: 0.17
Parity: 1.88
Time value: 0.02
Break-even: 152.35
Moneyness: 1.14
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: -0.03
Spread %: -1.55%
Delta: 1.00
Theta: -0.01
Omega: 8.00
Rho: 0.05
 

Quote data

Open: 1.890
High: 2.110
Low: 1.860
Previous Close: 1.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+87.39%
1 Month  
+18.86%
3 Months
  -40.91%
YTD  
+41.50%
1 Year  
+116.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.900 1.110
1M High / 1M Low: 2.040 0.990
6M High / 6M Low: 3.520 0.990
High (YTD): 2024-03-06 3.520
Low (YTD): 2024-05-29 0.990
52W High: 2024-03-06 3.520
52W Low: 2023-11-29 0.660
Avg. price 1W:   1.506
Avg. volume 1W:   0.000
Avg. price 1M:   1.543
Avg. volume 1M:   0.000
Avg. price 6M:   2.266
Avg. volume 6M:   0.000
Avg. price 1Y:   1.715
Avg. volume 1Y:   0.000
Volatility 1M:   173.24%
Volatility 6M:   120.64%
Volatility 1Y:   120.61%
Volatility 3Y:   -