BNP Paribas Call 280 Orsted A/S 20.09.2024
/ DE000PC1LMU6
BNP Paribas Call 280 Orsted A/S 2.../ DE000PC1LMU6 /
| 17/07/2024 14:21:01 |
Chg.+0.050 |
Bid15:00:01 |
Ask15:00:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+3.55% |
1.460
Bid Size: 72,000 |
1.480
Ask Size: 72,000 |
- |
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: |
3.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.55 |
| Parity: |
1.40 |
| Time value: |
0.06 |
| Break-even: |
52.14 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.39% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
3.29 |
| Rho: |
0.06 |
Quote data
| Open: |
1.400 |
| High: |
1.490 |
| Low: |
1.400 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.61% |
| 1 Month |
|
|
-2.01% |
| 3 Months |
|
|
-3.95% |
| YTD |
|
|
-12.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.880 |
1.410 |
| 1M High / 1M Low: |
1.880 |
1.320 |
| 6M High / 6M Low: |
2.120 |
1.200 |
| High (YTD): |
15/05/2024 |
2.120 |
| Low (YTD): |
15/03/2024 |
1.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.652 |
| Avg. volume 6M: |
|
181.443 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.98% |
| Volatility 6M: |
|
97.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
