BNP Paribas Call 10000 A.P. Molle.../  DE000PC9RYJ4  /

EUWAX
6/20/2024  10:11:24 AM Chg.+0.10 Bid4:55:00 PM Ask4:55:00 PM Underlying Strike price Expiration date Option type
3.48EUR +2.96% -
Bid Size: -
-
Ask Size: -
- 10,000.00 DKK 12/20/2024 Call
 

Master data

WKN: PC9RYJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 10,000.00 DKK
Maturity: 12/20/2024
Issue date: 5/14/2024
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.54
Leverage: Yes

Calculated values

Fair value: 3.10
Intrinsic value: 2.11
Implied volatility: 0.50
Historic volatility: 0.41
Parity: 2.11
Time value: 1.31
Break-even: 1,682.68
Moneyness: 1.16
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.20
Spread %: 6.21%
Delta: 0.74
Theta: -0.57
Omega: 3.35
Rho: 4.03
 

Quote data

Open: 3.48
High: 3.48
Low: 3.48
Previous Close: 3.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.57%
1 Month
  -2.79%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.38 3.28
1M High / 1M Low: 4.55 3.12
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.34
Avg. volume 1W:   0.00
Avg. price 1M:   3.68
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -