BNP Paribas Call 9000 A.P. Moller.../  DE000PC9RYL0  /

Frankfurt Zert./BNP
2024-05-31  4:21:05 PM Chg.+0.050 Bid4:54:45 PM Ask4:54:45 PM Underlying Strike price Expiration date Option type
5.280EUR +0.96% -
Bid Size: -
-
Ask Size: -
- 9,000.00 DKK 2024-12-20 Call
 

Master data

WKN: PC9RYL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 9,000.00 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: 2.96
Leverage: Yes

Calculated values

Fair value: 5.16
Intrinsic value: 4.63
Implied volatility: 0.59
Historic volatility: 0.41
Parity: 4.63
Time value: 1.01
Break-even: 1,770.67
Moneyness: 1.38
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.40
Spread %: 7.63%
Delta: 0.84
Theta: -0.53
Omega: 2.49
Rho: 4.68
 

Quote data

Open: 5.520
High: 5.570
Low: 5.280
Previous Close: 5.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.69%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.280 4.870
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.098
Avg. volume 1W:   0.000
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:   -