BNP Paribas Call 850 Carlsberg A/S 20.12.2024
/ DE000PC39AC3
BNP Paribas Call 850 Carlsberg A/.../ DE000PC39AC3 /
| 2024-06-10 4:21:01 PM |
Chg.-0.070 |
Bid4:49:00 PM |
Ask4:49:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
-3.32% |
-
Bid Size: - |
-
Ask Size: - |
- |
850.00 DKK |
2024-12-20 |
Call |
Master data
| WKN: |
PC39AC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 DKK |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
1.55 |
| Time value: |
0.57 |
| Break-even: |
135.14 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
4.84 |
| Rho: |
0.43 |
Quote data
| Open: |
2.020 |
| High: |
2.040 |
| Low: |
2.000 |
| Previous Close: |
2.110 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.27% |
| 1 Month |
|
|
-2.86% |
| 3 Months |
|
|
+13.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.110 |
1.850 |
| 1M High / 1M Low: |
2.400 |
1.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
