BNP Paribas Call 150 ABL 16.01.2026
/ DE000PC6L368
BNP Paribas Call 150 ABL 16.01.20.../ DE000PC6L368 /
24/01/2025 21:55:20 |
Chg.+0.060 |
Bid24/01/2025 |
Ask24/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
+25.00% |
0.300 Bid Size: 30,400 |
0.310 Ask Size: 30,400 |
ABBOTT LABS |
150.00 - |
16/01/2026 |
Call |
Master data
WKN: |
PC6L36 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ABBOTT LABS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
16/01/2026 |
Issue date: |
14/03/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
38.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.18 |
Parity: |
-3.09 |
Time value: |
0.31 |
Break-even: |
153.10 |
Moneyness: |
0.79 |
Premium: |
0.29 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.01 |
Spread %: |
3.33% |
Delta: |
0.22 |
Theta: |
-0.01 |
Omega: |
8.45 |
Rho: |
0.23 |
Quote data
Open: |
0.250 |
High: |
0.300 |
Low: |
0.230 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+150.00% |
1 Month |
|
|
+87.50% |
3 Months |
|
|
+50.00% |
YTD |
|
|
+100.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.110 |
1M High / 1M Low: |
0.300 |
0.110 |
6M High / 6M Low: |
0.310 |
0.110 |
High (YTD): |
24/01/2025 |
0.300 |
Low (YTD): |
20/01/2025 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.188 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.147 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.216 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
266.82% |
Volatility 6M: |
|
168.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |