BNP Paribas Call 8500 A.P. Moller - Maersk A/S 20.12.2024
/ DE000PC9RYM8
BNP Paribas Call 8500 A.P. Moller.../ DE000PC9RYM8 /
| 2024-06-12 10:18:31 AM |
Chg.-0.33 |
Bid12:55:12 PM |
Ask12:55:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.45EUR |
-6.90% |
4.41
Bid Size: 21,000 |
4.81
Ask Size: 21,000 |
- |
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: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.59 |
| Intrinsic value: |
4.09 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.42 |
| Parity: |
4.09 |
| Time value: |
0.76 |
| Break-even: |
1,624.58 |
| Moneyness: |
1.36 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.40 |
| Spread %: |
8.99% |
| Delta: |
0.85 |
| Theta: |
-0.44 |
| Omega: |
2.72 |
| Rho: |
4.37 |
Quote data
| Open: |
4.45 |
| High: |
4.45 |
| Low: |
4.45 |
| Previous Close: |
4.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.26% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.62 |
4.78 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.25 |
| 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: |
|
- |
