BNP Paribas Call 900 Carlsberg A/S 20.09.2024
/ DE000PC1L9C1
BNP Paribas Call 900 Carlsberg A/.../ DE000PC1L9C1 /
| 6/3/2024 9:08:50 AM |
Chg.+0.030 |
Bid1:44:30 PM |
Ask1:44:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+3.09% |
1.040
Bid Size: 5,000 |
1.050
Ask Size: 5,000 |
- |
900.00 DKK |
9/20/2024 |
Call |
Master data
| WKN: |
PC1L9C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 DKK |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.38 |
| Time value: |
0.55 |
| Break-even: |
129.96 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.65 |
| Theta: |
-0.04 |
| Omega: |
8.72 |
| Rho: |
0.21 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
1.000 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.79% |
| 1 Month |
|
|
-5.66% |
| 3 Months |
|
|
-25.37% |
| YTD |
|
|
+56.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.970 |
| 1M High / 1M Low: |
1.620 |
0.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/17/2024 |
1.620 |
| Low (YTD): |
1/2/2024 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.289 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
