BNP Paribas Call 340 Orsted A/S 20.09.2024
/ DE000PC1LMX0
BNP Paribas Call 340 Orsted A/S 2.../ DE000PC1LMX0 /
| 2024-07-25 4:21:02 PM |
Chg.-0.010 |
Bid4:54:22 PM |
Ask4:54:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-1.10% |
-
Bid Size: - |
-
Ask Size: - |
- |
340.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LMX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 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: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.55 |
| Parity: |
0.67 |
| Time value: |
0.24 |
| Break-even: |
54.66 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
4.36 |
| Rho: |
0.05 |
Quote data
| Open: |
0.800 |
| High: |
0.920 |
| Low: |
0.800 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.76% |
| 1 Month |
|
|
+4.65% |
| 3 Months |
|
|
-3.23% |
| YTD |
|
|
-22.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.820 |
| 1M High / 1M Low: |
1.140 |
0.690 |
| 6M High / 6M Low: |
1.430 |
0.690 |
| High (YTD): |
2024-05-08 |
1.430 |
| Low (YTD): |
2024-06-28 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.027 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.39% |
| Volatility 6M: |
|
130.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
