BNP Paribas Call 9500 A.P. Moller - Maersk A/S 20.09.2024
/ DE000PC9PVX5
BNP Paribas Call 9500 A.P. Moller.../ DE000PC9PVX5 /
2024-06-25 4:21:00 PM |
Chg.+0.050 |
Bid4:54:01 PM |
Ask4:54:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.940EUR |
+1.29% |
- Bid Size: - |
- Ask Size: - |
- |
9,500.00 DKK |
2024-09-20 |
Call |
Master data
WKN: |
PC9PVX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9,500.00 DKK |
Maturity: |
2024-09-20 |
Issue date: |
2024-05-13 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.02 |
Intrinsic value: |
2.67 |
Implied volatility: |
0.98 |
Historic volatility: |
0.41 |
Parity: |
2.67 |
Time value: |
1.59 |
Break-even: |
1,699.59 |
Moneyness: |
1.21 |
Premium: |
0.10 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.40 |
Spread %: |
10.36% |
Delta: |
0.74 |
Theta: |
-1.43 |
Omega: |
2.69 |
Rho: |
1.72 |
Quote data
Open: |
4.130 |
High: |
4.130 |
Low: |
3.870 |
Previous Close: |
3.890 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+21.23% |
1 Month |
|
|
+2.60% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.890 |
3.020 |
1M High / 1M Low: |
4.350 |
2.950 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.600 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |