BNP Paribas Call 9000 A.P. Moller.../  DE000PC9PVY3  /

EUWAX
2024-05-27  9:44:18 AM Chg.+0.30 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
4.33EUR +7.44% -
Bid Size: -
-
Ask Size: -
- 9,000.00 DKK 2024-09-20 Call
 

Master data

WKN: PC9PVY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 9,000.00 DKK
Maturity: 2024-09-20
Issue date: 2024-05-13
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.41
Leverage: Yes

Calculated values

Fair value: 4.31
Intrinsic value: 4.01
Implied volatility: 0.64
Historic volatility: 0.42
Parity: 4.01
Time value: 0.71
Break-even: 1,678.22
Moneyness: 1.33
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.40
Spread %: 9.26%
Delta: 0.84
Theta: -0.69
Omega: 2.87
Rho: 2.81
 

Quote data

Open: 4.33
High: 4.33
Low: 4.33
Previous Close: 4.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.98%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.03 3.47
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.75
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:   -