BNP Paribas Call 350 Orsted A/S 20.09.2024
/ DE000PC1LMY8
BNP Paribas Call 350 Orsted A/S 2.../ DE000PC1LMY8 /
| 2024-08-08 9:09:23 AM |
Chg.+0.030 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+3.37% |
-
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: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.56 |
| Parity: |
0.89 |
| Time value: |
0.09 |
| Break-even: |
56.70 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.08% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
4.91 |
| Rho: |
0.05 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.07% |
| 1 Month |
|
|
+21.05% |
| 3 Months |
|
|
-29.77% |
| YTD |
|
|
-14.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.890 |
| 1M High / 1M Low: |
0.990 |
0.620 |
| 6M High / 6M Low: |
1.310 |
0.610 |
| High (YTD): |
2024-05-08 |
1.310 |
| Low (YTD): |
2024-07-01 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.936 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.916 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.01% |
| Volatility 6M: |
|
138.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
