BNP Paribas Call 850 Carlsberg A/S 20.09.2024
/ DE000PC1L9B3
BNP Paribas Call 850 Carlsberg A/.../ DE000PC1L9B3 /
| 2024-05-29 12:20:50 PM |
Chg.-0.070 |
Bid1:16:51 PM |
Ask1:16:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
-4.02% |
1.670
Bid Size: 9,000 |
1.690
Ask Size: 9,000 |
- |
850.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
PC1L9B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
1.50 |
| Time value: |
0.25 |
| Break-even: |
131.42 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
6.39 |
| Rho: |
0.29 |
Quote data
| Open: |
1.700 |
| High: |
1.700 |
| Low: |
1.670 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.70% |
| 1 Month |
|
|
-9.73% |
| 3 Months |
|
|
-4.57% |
| YTD |
|
|
+79.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.700 |
| 1M High / 1M Low: |
2.170 |
1.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-17 |
2.170 |
| Low (YTD): |
2024-01-02 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.814 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
