BNP Paribas Call 300 Orsted A/S 20.09.2024
/ DE000PC1LMV4
BNP Paribas Call 300 Orsted A/S 2.../ DE000PC1LMV4 /
| 2024-06-28 9:13:42 AM |
Chg.-0.17 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-13.18% |
-
Bid Size: - |
-
Ask Size: - |
- |
300.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LMV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.55 |
| Parity: |
0.90 |
| Time value: |
0.19 |
| Break-even: |
51.13 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
1.87% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
3.68 |
| Rho: |
0.07 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.65% |
| 1 Month |
|
|
-28.21% |
| 3 Months |
|
|
-11.81% |
| YTD |
|
|
-22.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.12 |
| 1M High / 1M Low: |
1.77 |
1.12 |
| 6M High / 6M Low: |
1.87 |
1.01 |
| High (YTD): |
2024-05-08 |
1.87 |
| Low (YTD): |
2024-03-18 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.77% |
| Volatility 6M: |
|
97.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
