BNP Paribas Call 10500 A.P. Moller - Maersk A/S 20.12.2024
/ DE000PC9RYH8
BNP Paribas Call 10500 A.P. Molle.../ DE000PC9RYH8 /
| 2024-07-04 9:59:39 AM |
Chg.-0.11 |
Bid4:51:25 PM |
Ask4:51:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.72EUR |
-2.28% |
4.70
Bid Size: 12,000 |
5.10
Ask Size: 12,000 |
- |
10,500.00 DKK |
2024-12-20 |
Call |
Master data
| WKN: |
PC9RYH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10,500.00 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: |
3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.24 |
| Intrinsic value: |
3.51 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.42 |
| Parity: |
3.51 |
| Time value: |
1.71 |
| Break-even: |
1,929.80 |
| Moneyness: |
1.25 |
| Premium: |
0.10 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.40 |
| Spread %: |
8.30% |
| Delta: |
0.77 |
| Theta: |
-0.85 |
| Omega: |
2.59 |
| Rho: |
3.85 |
Quote data
| Open: |
4.72 |
| High: |
4.72 |
| Low: |
4.72 |
| Previous Close: |
4.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.67% |
| 1 Month |
|
|
+39.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.83 |
3.64 |
| 1M High / 1M Low: |
4.83 |
2.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
