BNP Paribas Call 1000 Carlsberg A/S 20.09.2024
/ DE000PC39AA7
BNP Paribas Call 1000 Carlsberg A.../ DE000PC39AA7 /
2024-06-19 12:21:05 PM |
Chg.-0.030 |
Bid12:42:50 PM |
Ask12:42:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-7.32% |
0.390 Bid Size: 7,693 |
0.400 Ask Size: 7,500 |
- |
1,000.00 DKK |
2024-09-20 |
Call |
Master data
WKN: |
PC39AA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,000.00 DKK |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-31 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
31.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
-0.81 |
Time value: |
0.40 |
Break-even: |
138.05 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
0.37 |
Theta: |
-0.04 |
Omega: |
11.67 |
Rho: |
0.11 |
Quote data
Open: |
0.360 |
High: |
0.380 |
Low: |
0.360 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-19.15% |
1 Month |
|
|
-48.65% |
3 Months |
|
|
-19.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.330 |
1M High / 1M Low: |
0.640 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.386 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.441 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
246.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |