BNP Paribas Call 10000 A.P. Molle.../  DE000PC9RYJ4  /

Frankfurt Zert./BNP
2024-05-31  4:21:04 PM Chg.+0.050 Bid4:54:36 PM Ask4:54:36 PM Underlying Strike price Expiration date Option type
4.280EUR +1.18% -
Bid Size: -
-
Ask Size: -
- 10,000.00 DKK 2024-12-20 Call
 

Master data

WKN: PC9RYJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 10,000.00 DKK
Maturity: 2024-12-20
Issue date: 2024-05-14
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.60
Leverage: Yes

Calculated values

Fair value: 4.13
Intrinsic value: 3.29
Implied volatility: 0.56
Historic volatility: 0.41
Parity: 3.29
Time value: 1.35
Break-even: 1,804.75
Moneyness: 1.25
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.40
Spread %: 9.43%
Delta: 0.78
Theta: -0.59
Omega: 2.82
Rho: 4.69
 

Quote data

Open: 4.500
High: 4.550
Low: 4.280
Previous Close: 4.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.46%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.280 3.910
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.114
Avg. volume 1W:   0.000
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:   -