BNP Paribas Call 300 Orsted A/S 20.09.2024
/ DE000PC1LMV4
BNP Paribas Call 300 Orsted A/S 2.../ DE000PC1LMV4 /
| 16/08/2024 09:21:26 |
Chg.-0.01 |
Bid13:29:02 |
Ask13:29:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
-0.78% |
1.11
Bid Size: 66,000 |
1.13
Ask Size: 66,000 |
- |
300.00 DKK |
20/09/2024 |
Call |
Master data
| WKN: |
PC1LMV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 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: |
4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.56 |
| Parity: |
1.27 |
| Time value: |
0.04 |
| Break-even: |
53.31 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.55% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
3.79 |
| Rho: |
0.04 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.59% |
| 1 Month |
|
|
+1.60% |
| 3 Months |
|
|
-31.72% |
| YTD |
|
|
-12.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.72 |
1.28 |
| 1M High / 1M Low: |
1.72 |
1.14 |
| 6M High / 6M Low: |
1.87 |
1.01 |
| High (YTD): |
08/05/2024 |
1.87 |
| Low (YTD): |
18/03/2024 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.21% |
| Volatility 6M: |
|
108.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
