BNP Paribas Call 350 Orsted A/S 20.09.2024
/ DE000PC1LMY8
BNP Paribas Call 350 Orsted A/S 2.../ DE000PC1LMY8 /
| 2024-07-04 4:21:11 PM |
Chg.+0.040 |
Bid4:51:13 PM |
Ask4:51:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+5.80% |
-
Bid Size: - |
-
Ask Size: - |
- |
350.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LMY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 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: |
7.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.55 |
| Parity: |
0.44 |
| Time value: |
0.28 |
| Break-even: |
54.13 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
5.05 |
| Rho: |
0.06 |
Quote data
| Open: |
0.710 |
| High: |
0.730 |
| Low: |
0.680 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.31% |
| 1 Month |
|
|
-35.40% |
| 3 Months |
|
|
-26.26% |
| YTD |
|
|
-33.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.600 |
| 1M High / 1M Low: |
1.130 |
0.600 |
| 6M High / 6M Low: |
1.320 |
0.600 |
| High (YTD): |
2024-05-08 |
1.320 |
| Low (YTD): |
2024-06-28 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.978 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.89% |
| Volatility 6M: |
|
127.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
