BNP Paribas Call 9000 A.P. Moller.../  DE000PC9RYL0  /

EUWAX
16/07/2024  10:17:06 Chg.+1.99 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
8.08EUR +32.68% -
Bid Size: -
-
Ask Size: -
- 9,000.00 DKK 20/12/2024 Call
 

Master data

WKN: PC9RYL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 9,000.00 DKK
Maturity: 20/12/2024
Issue date: 14/05/2024
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.22
Leverage: Yes

Calculated values

Fair value: 3.04
Intrinsic value: 2.31
Implied volatility: 1.56
Historic volatility: 0.43
Parity: 2.31
Time value: 4.15
Break-even: 1,852.28
Moneyness: 1.19
Premium: 0.29
Premium p.a.: 0.80
Spread abs.: 0.40
Spread %: 6.60%
Delta: 0.76
Theta: -1.51
Omega: 1.68
Rho: 1.90
 

Quote data

Open: 7.97
High: 8.08
Low: 7.97
Previous Close: 6.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.59%
1 Month  
+94.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.08 4.73
1M High / 1M Low: 8.08 4.16
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.89
Avg. volume 1W:   0.00
Avg. price 1M:   5.31
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -