BNP Paribas Call 8500 A.P. Moller - Maersk A/S 20.12.2024
/ DE000PC9RYM8
BNP Paribas Call 8500 A.P. Moller.../ DE000PC9RYM8 /
| 7/9/2024 2:21:08 PM |
Chg.+0.150 |
Bid3:14:16 PM |
Ask3:14:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.970EUR |
+2.58% |
5.980
Bid Size: 20,000 |
6.380
Ask Size: 20,000 |
- |
8,500.00 DKK |
12/20/2024 |
Call |
Master data
| WKN: |
PC9RYM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8,500.00 DKK |
| Maturity: |
12/20/2024 |
| Issue date: |
5/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.81 |
| Intrinsic value: |
4.40 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.43 |
| Parity: |
4.40 |
| Time value: |
1.75 |
| Break-even: |
1,754.54 |
| Moneyness: |
1.39 |
| Premium: |
0.11 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.40 |
| Spread %: |
6.96% |
| Delta: |
0.80 |
| Theta: |
-0.92 |
| Omega: |
2.07 |
| Rho: |
2.94 |
Quote data
| Open: |
5.980 |
| High: |
5.980 |
| Low: |
5.940 |
| Previous Close: |
5.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.68% |
| 1 Month |
|
|
+12.01% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.230 |
5.820 |
| 1M High / 1M Low: |
7.230 |
4.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
