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

Frankfurt Zert./BNP
1/10/2025  1:25:11 PM Chg.0.000 Bid1/10/2025 Ask1/10/2025 Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.130
Bid Size: 50,000
0.150
Ask Size: 50,000
Abbott Laboratories 150.00 USD 1/16/2026 Call
 

Master data

WKN: PC6L36
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 1/16/2026
Issue date: 3/14/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 69.35
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -3.47
Time value: 0.16
Break-even: 147.28
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 23.08%
Delta: 0.15
Theta: -0.01
Omega: 10.13
Rho: 0.15
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -27.78%
3 Months
  -45.83%
YTD
  -13.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.130
1M High / 1M Low: 0.180 0.130
6M High / 6M Low: 0.310 0.120
High (YTD): 1/3/2025 0.140
Low (YTD): 1/9/2025 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.18%
Volatility 6M:   151.75%
Volatility 1Y:   -
Volatility 3Y:   -