BNP Paribas Call 9500 A.P. Moller.../  DE000PC9RYK2  /

Frankfurt Zert./BNP
2024-06-24  4:20:59 PM Chg.+0.770 Bid4:50:21 PM Ask4:50:21 PM Underlying Strike price Expiration date Option type
4.270EUR +22.00% -
Bid Size: -
-
Ask Size: -
- 9,500.00 DKK 2024-12-20 Call
 

Master data

WKN: PC9RYK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 9,500.00 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: 3.95
Leverage: Yes

Calculated values

Fair value: 3.51
Intrinsic value: 2.74
Implied volatility: 0.55
Historic volatility: 0.41
Parity: 2.74
Time value: 1.18
Break-even: 1,665.50
Moneyness: 1.22
Premium: 0.08
Premium p.a.: 0.16
Spread abs.: 0.40
Spread %: 11.36%
Delta: 0.77
Theta: -0.58
Omega: 3.05
Rho: 3.94
 

Quote data

Open: 3.810
High: 4.300
Low: 3.810
Previous Close: 3.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.41%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.810 3.500
1M High / 1M Low: 4.770 3.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.654
Avg. volume 1W:   0.000
Avg. price 1M:   4.061
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -