BNP Paribas Call 12000 A.P. Molle.../  DE000PC9PVM8  /

EUWAX
2024-06-07  9:50:59 AM Chg.-0.27 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
1.69EUR -13.78% -
Bid Size: -
-
Ask Size: -
- 12,000.00 DKK 2024-09-20 Call
 

Master data

WKN: PC9PVM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 12,000.00 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: 8.80
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 0.01
Implied volatility: 0.51
Historic volatility: 0.41
Parity: 0.01
Time value: 1.82
Break-even: 1,791.57
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 0.45
Spread abs.: 0.20
Spread %: 12.27%
Delta: 0.57
Theta: -0.90
Omega: 5.02
Rho: 2.12
 

Quote data

Open: 1.69
High: 1.69
Low: 1.69
Previous Close: 1.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.88%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.28 1.84
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.04
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:   -