BNP Paribas Call 350 Orsted A/S 20.09.2024
/ DE000PC1LMY8
BNP Paribas Call 350 Orsted A/S 2.../ DE000PC1LMY8 /
| 9/13/2024 4:21:16 PM |
Chg.+0.250 |
Bid4:54:51 PM |
Ask4:54:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
+22.94% |
-
Bid Size: - |
-
Ask Size: - |
- |
350.00 DKK |
9/20/2024 |
Call |
Master data
| WKN: |
PC1LMY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 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: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.49 |
| Parity: |
1.02 |
| Time value: |
0.06 |
| Break-even: |
57.70 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.04 |
| Spread %: |
3.85% |
| Delta: |
0.89 |
| Theta: |
-0.14 |
| Omega: |
4.69 |
| Rho: |
0.01 |
Quote data
| Open: |
1.090 |
| High: |
1.340 |
| Low: |
1.090 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.73% |
| 1 Month |
|
|
+28.85% |
| 3 Months |
|
|
+69.62% |
| YTD |
|
|
+22.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
0.810 |
| 1M High / 1M Low: |
1.340 |
0.410 |
| 6M High / 6M Low: |
1.340 |
0.410 |
| High (YTD): |
9/13/2024 |
1.340 |
| Low (YTD): |
8/22/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.728 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.874 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.05% |
| Volatility 6M: |
|
168.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
