BNP Paribas Call 8500 A.P. Moller.../  DE000PC9RYM8  /

EUWAX
2024-05-31  10:11:40 AM Chg.+0.51 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
6.13EUR +9.07% -
Bid Size: -
-
Ask Size: -
- 8,500.00 DKK 2024-12-20 Call
 

Master data

WKN: PC9RYM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 8,500.00 DKK
Maturity: 2024-12-20
Issue date: 2024-05-14
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.70
Leverage: Yes

Calculated values

Fair value: 5.72
Intrinsic value: 5.30
Implied volatility: 0.62
Historic volatility: 0.41
Parity: 5.30
Time value: 0.88
Break-even: 1,757.64
Moneyness: 1.46
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.40
Spread %: 6.92%
Delta: 0.87
Theta: -0.49
Omega: 2.34
Rho: 4.60
 

Quote data

Open: 6.13
High: 6.13
Low: 6.13
Previous Close: 5.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.34%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.77 4.97
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.40
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:   -