BNP Paribas Call 280 Orsted A/S 20.09.2024
/ DE000PC1LMU6
BNP Paribas Call 280 Orsted A/S 2.../ DE000PC1LMU6 /
16/08/2024 16:21:15 |
Chg.-0.230 |
Bid16:52:11 |
Ask16:52:11 |
Underlying |
Strike price |
Expiration date |
Option type |
1.350EUR |
-14.56% |
- 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: |
3.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
1.54 |
Implied volatility: |
0.70 |
Historic volatility: |
0.56 |
Parity: |
1.54 |
Time value: |
0.03 |
Break-even: |
53.23 |
Moneyness: |
1.41 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
1.29% |
Delta: |
0.96 |
Theta: |
-0.02 |
Omega: |
3.22 |
Rho: |
0.03 |
Quote data
Open: |
1.540 |
High: |
1.540 |
Low: |
1.350 |
Previous Close: |
1.580 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-25.82% |
1 Month |
|
|
-4.26% |
3 Months |
|
|
-35.71% |
YTD |
|
|
-18.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.980 |
1.580 |
1M High / 1M Low: |
1.980 |
1.410 |
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: |
|
1.828 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.704 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.648 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.99% |
Volatility 6M: |
|
101.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |