BNP Paribas Call 900 Carlsberg A/S 20.12.2024
/ DE000PC39AD1
BNP Paribas Call 900 Carlsberg A/.../ DE000PC39AD1 /
| 2024-05-29 10:07:55 AM |
Chg.-0.05 |
Bid11:01:57 AM |
Ask11:01:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-3.27% |
1.47
Bid Size: 8,000 |
1.48
Ask Size: 8,000 |
- |
900.00 DKK |
2024-12-20 |
Call |
Master data
| WKN: |
PC39AD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 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: |
8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.83 |
| Time value: |
0.69 |
| Break-even: |
135.82 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
6.10 |
| Rho: |
0.44 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.94% |
| 1 Month |
|
|
-10.84% |
| 3 Months |
|
|
-5.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.50 |
| 1M High / 1M Low: |
1.89 |
1.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
