BNP Paribas Call 850 Carlsberg A/S 20.09.2024
/ DE000PC1L9B3
BNP Paribas Call 850 Carlsberg A/.../ DE000PC1L9B3 /
| 2024-06-11 1:20:52 PM |
Chg.-0.090 |
Bid2:18:19 PM |
Ask2:18:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
-5.08% |
1.690
Bid Size: 9,000 |
1.710
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: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
1.49 |
| Time value: |
0.27 |
| Break-even: |
131.56 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.15% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
6.19 |
| Rho: |
0.25 |
Quote data
| Open: |
1.760 |
| High: |
1.760 |
| Low: |
1.680 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.33% |
| 1 Month |
|
|
-8.70% |
| 3 Months |
|
|
+7.69% |
| YTD |
|
|
+80.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.870 |
1.580 |
| 1M High / 1M Low: |
2.170 |
1.380 |
| 6M High / 6M Low: |
2.170 |
0.790 |
| High (YTD): |
2024-05-17 |
2.170 |
| Low (YTD): |
2024-01-02 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.805 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.485 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.56% |
| Volatility 6M: |
|
107.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
