BNP Paribas Call 8500 A.P. Moller.../  DE000PC9RYM8  /

Frankfurt Zert./BNP
2024-06-24  4:21:13 PM Chg.+0.870 Bid4:53:38 PM Ask4:53:38 PM Underlying Strike price Expiration date Option type
5.360EUR +19.38% -
Bid Size: -
-
Ask Size: -
- 8,500.00 DKK 2024-12-20 Call
 

Master data

WKN: PC9RYM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 8,500.00 DKK
Maturity: 2024-12-20
Issue date: 2024-05-14
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.14
Leverage: Yes

Calculated values

Fair value: 4.54
Intrinsic value: 4.09
Implied volatility: 0.58
Historic volatility: 0.41
Parity: 4.09
Time value: 0.84
Break-even: 1,632.45
Moneyness: 1.36
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.40
Spread %: 8.83%
Delta: 0.84
Theta: -0.51
Omega: 2.64
Rho: 3.97
 

Quote data

Open: 4.860
High: 5.400
Low: 4.860
Previous Close: 4.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.04%
1 Month  
+1.32%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.830 4.490
1M High / 1M Low: 5.830 4.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.652
Avg. volume 1W:   0.000
Avg. price 1M:   5.060
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -