BNP Paribas Call 800 Carlsberg A/S 20.09.2024
/ DE000PC1L9A5
BNP Paribas Call 800 Carlsberg A/.../ DE000PC1L9A5 /
| 2024-06-04 4:21:04 PM |
Chg.+0.070 |
Bid9:00:44 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
+3.37% |
-
Bid Size: - |
-
Ask Size: - |
- |
800.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
PC1L9A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
1.76 |
| Time value: |
0.38 |
| Break-even: |
128.65 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
4.78 |
| Rho: |
0.24 |
Quote data
| Open: |
2.070 |
| High: |
2.150 |
| Low: |
2.020 |
| Previous Close: |
2.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.59% |
| 1 Month |
|
|
+4.88% |
| 3 Months |
|
|
+2.87% |
| YTD |
|
|
+65.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
1.920 |
| 1M High / 1M Low: |
2.770 |
1.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-17 |
2.770 |
| Low (YTD): |
2024-01-02 |
1.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.343 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
