BNP Paribas Call 320 Orsted A/S 20.09.2024
/ DE000PC1LMW2
BNP Paribas Call 320 Orsted A/S 2.../ DE000PC1LMW2 /
| 9/13/2024 9:20:00 AM |
Chg.-0.01 |
Bid4:06:10 PM |
Ask4:06:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
-0.67% |
1.72
Bid Size: 58,000 |
1.76
Ask Size: 58,000 |
- |
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: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
1.66 |
| Historic volatility: |
0.49 |
| Parity: |
1.42 |
| Time value: |
0.06 |
| Break-even: |
57.68 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.04 |
| Spread %: |
2.78% |
| Delta: |
0.91 |
| Theta: |
-0.15 |
| Omega: |
3.52 |
| Rho: |
0.01 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.43% |
| 1 Month |
|
|
+6.43% |
| 3 Months |
|
|
+20.16% |
| YTD |
|
|
+15.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.27 |
| 1M High / 1M Low: |
1.50 |
0.75 |
| 6M High / 6M Low: |
1.63 |
0.75 |
| High (YTD): |
5/16/2024 |
1.63 |
| Low (YTD): |
8/22/2024 |
0.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.07% |
| Volatility 6M: |
|
134.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
