BNP Paribas Call 10000 A.P. Molle.../  DE000PC9PVU1  /

EUWAX
2024-05-23  9:31:15 AM Chg.+0.17 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.79EUR +6.49% -
Bid Size: -
-
Ask Size: -
- 10,000.00 DKK 2024-09-20 Call
 

Master data

WKN: PC9PVU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 10,000.00 DKK
Maturity: 2024-09-20
Issue date: 2024-05-13
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.41
Leverage: Yes

Calculated values

Fair value: 2.39
Intrinsic value: 1.59
Implied volatility: 0.55
Historic volatility: 0.41
Parity: 1.59
Time value: 1.18
Break-even: 1,617.16
Moneyness: 1.12
Premium: 0.08
Premium p.a.: 0.26
Spread abs.: 0.20
Spread %: 7.78%
Delta: 0.71
Theta: -0.75
Omega: 3.84
Rho: 2.59
 

Quote data

Open: 2.79
High: 2.79
Low: 2.79
Previous Close: 2.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.49%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.10 2.62
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.81
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -