BNP Paribas Call 10500 A.P. Moller - Maersk A/S 20.09.2024
/ DE000PC9PVT3
BNP Paribas Call 10500 A.P. Molle.../ DE000PC9PVT3 /
2024-06-28 9:42:24 AM |
Chg.+0.34 |
Bid4:55:00 PM |
Ask4:55:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.64EUR |
+10.30% |
- Bid Size: - |
- Ask Size: - |
- |
10,500.00 DKK |
2024-09-20 |
Call |
Master data
WKN: |
PC9PVT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10,500.00 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: |
4.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.61 |
Intrinsic value: |
2.09 |
Implied volatility: |
0.87 |
Historic volatility: |
0.41 |
Parity: |
2.09 |
Time value: |
1.65 |
Break-even: |
1,781.77 |
Moneyness: |
1.15 |
Premium: |
0.10 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.40 |
Spread %: |
11.98% |
Delta: |
0.71 |
Theta: |
-1.44 |
Omega: |
3.08 |
Rho: |
1.79 |
Quote data
Open: |
3.64 |
High: |
3.64 |
Low: |
3.64 |
Previous Close: |
3.30 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+51.67% |
1 Month |
|
|
+17.80% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.30 |
2.40 |
1M High / 1M Low: |
3.49 |
2.22 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.85 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |