BNP Paribas Call 170 ABBV 21.06.2024
/ DE000PN7BX82
BNP Paribas Call 170 ABBV 21.06.2.../ DE000PN7BX82 /
| 2024-05-13 9:50:31 PM |
Chg.+0.010 |
Bid2024-05-13 |
Ask2024-05-13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+8.33% |
0.130
Bid Size: 10,000 |
0.140
Ask Size: 10,000 |
AbbVie Inc |
170.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7BX8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
114.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-0.86 |
| Time value: |
0.13 |
| Break-even: |
159.14 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.23 |
| Theta: |
-0.04 |
| Omega: |
26.44 |
| Rho: |
0.04 |
Quote data
| Open: |
0.110 |
| High: |
0.150 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.58% |
| 1 Month |
|
|
-69.77% |
| 3 Months |
|
|
-88.50% |
| YTD |
|
|
-63.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.110 |
| 1M High / 1M Low: |
0.670 |
0.110 |
| 6M High / 6M Low: |
1.540 |
0.110 |
| High (YTD): |
2024-03-06 |
1.540 |
| Low (YTD): |
2024-05-09 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.696 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
366.50% |
| Volatility 6M: |
|
221.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
