BNP Paribas Call 850 Carlsberg A/S 20.12.2024
/ DE000PC39AC3
BNP Paribas Call 850 Carlsberg A/.../ DE000PC39AC3 /
| 2024-06-04 10:21:36 AM |
Chg.-0.07 |
Bid1:07:24 PM |
Ask1:07:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
-3.89% |
1.79
Bid Size: 10,000 |
1.80
Ask Size: 10,000 |
- |
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: |
7.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
1.14 |
| Time value: |
0.65 |
| Break-even: |
131.86 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
5.25 |
| Rho: |
0.41 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.73 |
| Previous Close: |
1.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.93% |
| 1 Month |
|
|
-4.95% |
| 3 Months |
|
|
-0.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.71 |
| 1M High / 1M Low: |
2.40 |
1.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
