BNP Paribas Call 145 ABBV 21.06.2024
/ DE000PN35NN8
BNP Paribas Call 145 ABBV 21.06.2.../ DE000PN35NN8 /
| 17/06/2024 08:27:27 |
Chg.+0.19 |
Bid08:55:10 |
Ask08:55:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
+9.36% |
2.21
Bid Size: 3,000 |
-
Ask Size: - |
AbbVie Inc |
145.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PN35NN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
01/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
2.20 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.17 |
| Parity: |
2.20 |
| Time value: |
0.03 |
| Break-even: |
157.78 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
0.96 |
| Theta: |
-0.15 |
| Omega: |
6.80 |
| Rho: |
0.01 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.06% |
| 1 Month |
|
|
+19.35% |
| 3 Months |
|
|
-36.21% |
| YTD |
|
|
+52.05% |
| 1 Year |
|
|
+128.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
2.02 |
| 1M High / 1M Low: |
2.39 |
0.93 |
| 6M High / 6M Low: |
3.51 |
0.93 |
| High (YTD): |
13/03/2024 |
3.51 |
| Low (YTD): |
30/05/2024 |
0.93 |
| 52W High: |
13/03/2024 |
3.51 |
| 52W Low: |
28/11/2023 |
0.66 |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.75 |
| Avg. volume 1Y: |
|
68.99 |
| Volatility 1M: |
|
213.92% |
| Volatility 6M: |
|
126.22% |
| Volatility 1Y: |
|
129.78% |
| Volatility 3Y: |
|
- |
