BNP Paribas Call 10500 DP4B 20.12.../  DE000PC9RYH8  /

Frankfurt Zert./BNP
18/07/2024  09:20:56 Chg.-0.210 Bid09:26:21 Ask18/07/2024 Underlying Strike price Expiration date Option type
5.520EUR -3.66% -
Bid Size: -
-
Ask Size: -
A.P.MOELL.-M.NAM B D... 10,500.00 - 20/12/2024 Call
 

Master data

WKN: PC9RYH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: A.P.MOELL.-M.NAM B DK1000
Type: Warrant
Option type: Call
Strike price: 10,500.00 -
Maturity: 20/12/2024
Issue date: 14/05/2024
Last trading day: 19/07/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.34
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.79
Historic volatility: 0.44
Parity: -90.77
Time value: 6.08
Break-even: 11,108.00
Moneyness: 0.14
Premium: 6.80
Premium p.a.: 0.00
Spread abs.: 0.40
Spread %: 7.04%
Delta: 0.59
Theta: -4.89
Omega: 1.38
Rho: 0.81
 

Quote data

Open: 5.520
High: 5.520
Low: 5.520
Previous Close: 5.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+31.74%
3 Months  
+96.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 6.000 4.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   5.360
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   431.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -