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

EUWAX
2024-05-27  9:44:18 AM Chg.+0.17 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
3.28EUR +5.47% -
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: 4.38
Leverage: Yes

Calculated values

Fair value: 3.22
Intrinsic value: 2.67
Implied volatility: 0.59
Historic volatility: 0.42
Parity: 2.67
Time value: 1.00
Break-even: 1,707.24
Moneyness: 1.20
Premium: 0.06
Premium p.a.: 0.21
Spread abs.: 0.40
Spread %: 12.23%
Delta: 0.77
Theta: -0.79
Omega: 3.39
Rho: 2.78
 

Quote data

Open: 3.28
High: 3.28
Low: 3.28
Previous Close: 3.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.81%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.11 2.62
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.86
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:   -