BNP Paribas Call 320 Orsted A/S 20.09.2024
/ DE000PC1LMW2
BNP Paribas Call 320 Orsted A/S 2.../ DE000PC1LMW2 /
| 12/07/2024 09:12:10 |
Chg.+0.13 |
Bid16:55:00 |
Ask16:55:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
+10.74% |
-
Bid Size: - |
-
Ask Size: - |
- |
320.00 DKK |
20/09/2024 |
Call |
Master data
| WKN: |
PC1LMW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 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: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.55 |
| Parity: |
1.20 |
| Time value: |
0.14 |
| Break-even: |
56.29 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.52% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
3.54 |
| Rho: |
0.07 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.64% |
| 1 Month |
|
|
+17.54% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+3.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
1.06 |
| 1M High / 1M Low: |
1.24 |
0.90 |
| 6M High / 6M Low: |
1.63 |
0.84 |
| High (YTD): |
16/05/2024 |
1.63 |
| Low (YTD): |
18/03/2024 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.21% |
| Volatility 6M: |
|
109.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
