BNP Paribas Call 280 Orsted A/S 20.09.2024
/ DE000PC1LMU6
BNP Paribas Call 280 Orsted A/S 2.../ DE000PC1LMU6 /
| 18/09/2024 16:21:14 |
Chg.-0.090 |
Bid16:54:15 |
Ask16:54:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.060EUR |
-4.19% |
-
Bid Size: - |
-
Ask Size: - |
- |
280.00 DKK |
20/09/2024 |
Call |
Master data
| WKN: |
PC1LMU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 DKK |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
4.79 |
| Historic volatility: |
0.48 |
| Parity: |
2.11 |
| Time value: |
0.08 |
| Break-even: |
59.42 |
| Moneyness: |
1.56 |
| Premium: |
0.01 |
| Premium p.a.: |
11.81 |
| Spread abs.: |
0.04 |
| Spread %: |
1.86% |
| Delta: |
0.92 |
| Theta: |
-0.74 |
| Omega: |
2.47 |
| Rho: |
0.00 |
Quote data
| Open: |
2.120 |
| High: |
2.120 |
| Low: |
2.050 |
| Previous Close: |
2.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.29% |
| 1 Month |
|
|
+52.59% |
| 3 Months |
|
|
+32.90% |
| YTD |
|
|
+24.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.280 |
1.920 |
| 1M High / 1M Low: |
2.280 |
1.250 |
| 6M High / 6M Low: |
2.280 |
1.250 |
| High (YTD): |
13/09/2024 |
2.280 |
| Low (YTD): |
15/03/2024 |
1.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.669 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.65% |
| Volatility 6M: |
|
103.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
