BNP Paribas Call 350 Orsted A/S 20.09.2024
/ DE000PC1LMY8
BNP Paribas Call 350 Orsted A/S 2.../ DE000PC1LMY8 /
| 7/12/2024 4:21:13 PM |
Chg.+0.090 |
Bid4:51:02 PM |
Ask4:51:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+9.57% |
-
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: |
5.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.55 |
| Parity: |
0.80 |
| Time value: |
0.20 |
| Break-even: |
56.91 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
4.35 |
| Rho: |
0.06 |
Quote data
| Open: |
0.940 |
| High: |
1.030 |
| Low: |
0.940 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.62% |
| 1 Month |
|
|
+5.10% |
| 3 Months |
|
|
-8.04% |
| YTD |
|
|
-5.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.740 |
| 1M High / 1M Low: |
0.980 |
0.600 |
| 6M High / 6M Low: |
1.320 |
0.600 |
| High (YTD): |
5/8/2024 |
1.320 |
| Low (YTD): |
6/28/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.965 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.74% |
| Volatility 6M: |
|
131.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
