BNP Paribas Call 9500 A.P. Moller - Maersk A/S 20.12.2024
/ DE000PC9RYK2
BNP Paribas Call 9500 A.P. Moller.../ DE000PC9RYK2 /
| 7/9/2024 11:20:50 AM |
Chg.+0.120 |
Bid12:04:40 PM |
Ask12:04:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.670EUR |
+2.64% |
4.660
Bid Size: 20,000 |
5.060
Ask Size: 20,000 |
- |
9,500.00 DKK |
12/20/2024 |
Call |
Master data
| WKN: |
PC9RYK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9,500.00 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: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.75 |
| Intrinsic value: |
3.06 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.43 |
| Parity: |
3.06 |
| Time value: |
1.82 |
| Break-even: |
1,761.60 |
| Moneyness: |
1.24 |
| Premium: |
0.11 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.40 |
| Spread %: |
8.93% |
| Delta: |
0.76 |
| Theta: |
-0.87 |
| Omega: |
2.46 |
| Rho: |
3.19 |
Quote data
| Open: |
4.700 |
| High: |
4.700 |
| Low: |
4.670 |
| Previous Close: |
4.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.20% |
| 1 Month |
|
|
+8.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.980 |
4.550 |
| 1M High / 1M Low: |
5.980 |
3.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
