BNP Paribas Call 900 Carlsberg A/S 21.06.2024
/ DE000PN7BV27
BNP Paribas Call 900 Carlsberg A/.../ DE000PN7BV27 /
| 2024-06-11 10:14:36 AM |
Chg.-0.070 |
Bid2:19:06 PM |
Ask2:19:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-7.87% |
0.760
Bid Size: 4,000 |
0.800
Ask Size: 4,000 |
- |
900.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
PN7BV2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
0.82 |
| Time value: |
0.04 |
| Break-even: |
129.26 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
4.88% |
| Delta: |
0.91 |
| Theta: |
-0.07 |
| Omega: |
13.59 |
| Rho: |
0.03 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.43% |
| 1 Month |
|
|
-17.17% |
| 3 Months |
|
|
-10.87% |
| YTD |
|
|
+95.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.610 |
| 1M High / 1M Low: |
1.300 |
0.540 |
| 6M High / 6M Low: |
1.300 |
0.310 |
| High (YTD): |
2024-05-17 |
1.300 |
| Low (YTD): |
2024-01-02 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.933 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.775 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.05% |
| Volatility 6M: |
|
210.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
