BNP Paribas Call 320 Orsted A/S 20.09.2024
/ DE000PC1LMW2
BNP Paribas Call 320 Orsted A/S 2.../ DE000PC1LMW2 /
| 8/9/2024 9:11:57 AM |
Chg.+0.03 |
Bid4:19:00 PM |
Ask4:19:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+2.34% |
1.31
Bid Size: 56,000 |
1.33
Ask Size: 56,000 |
- |
320.00 DKK |
9/20/2024 |
Call |
Master data
| WKN: |
PC1LMW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 DKK |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.56 |
| Parity: |
1.20 |
| Time value: |
0.10 |
| Break-even: |
55.88 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
3.72 |
| Rho: |
0.04 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.96% |
| 1 Month |
|
|
+22.43% |
| 3 Months |
|
|
-19.63% |
| YTD |
|
|
+1.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.24 |
| 1M High / 1M Low: |
1.35 |
0.91 |
| 6M High / 6M Low: |
1.63 |
0.84 |
| High (YTD): |
5/16/2024 |
1.63 |
| Low (YTD): |
3/18/2024 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.08% |
| Volatility 6M: |
|
117.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
