BNP Paribas Call 160 4AB 21.03.20.../  DE000PC9WE32  /

Frankfurt Zert./BNP
1/24/2025  9:55:18 PM Chg.0.000 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
1.350EUR 0.00% 1.360
Bid Size: 16,000
1.370
Ask Size: 16,000
ABBVIE INC. D... 160.00 - 3/21/2025 Call
 

Master data

WKN: PC9WE3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 3/21/2025
Issue date: 5/15/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.84
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.23
Implied volatility: 0.49
Historic volatility: 0.22
Parity: 0.23
Time value: 1.14
Break-even: 173.70
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.58
Theta: -0.12
Omega: 6.82
Rho: 0.12
 

Quote data

Open: 1.400
High: 1.410
Low: 1.310
Previous Close: 1.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -34.15%
3 Months
  -55.59%
YTD
  -30.41%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.660 1.310
1M High / 1M Low: 2.210 1.310
6M High / 6M Low: 4.390 1.260
High (YTD): 1/3/2025 2.210
Low (YTD): 1/22/2025 1.310
52W High: - -
52W Low: - -
Avg. price 1W:   1.440
Avg. volume 1W:   0.000
Avg. price 1M:   1.766
Avg. volume 1M:   0.000
Avg. price 6M:   2.838
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.43%
Volatility 6M:   135.71%
Volatility 1Y:   -
Volatility 3Y:   -