BNP Paribas Call 150 ABL 16.01.20.../  DE000PC6L368  /

Frankfurt Zert./BNP
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:   -