BNP Paribas Call 350 Orsted A/S 20.09.2024
/ DE000PC1LMY8
BNP Paribas Call 350 Orsted A/S 2.../ DE000PC1LMY8 /
| 2024-06-28 9:13:42 AM |
Chg.-0.140 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-18.18% |
-
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: |
8.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.55 |
| Parity: |
0.23 |
| Time value: |
0.36 |
| Break-even: |
52.83 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
5.33 |
| Rho: |
0.06 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-38.84% |
| 3 Months |
|
|
-23.17% |
| YTD |
|
|
-41.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.630 |
| 1M High / 1M Low: |
1.200 |
0.630 |
| 6M High / 6M Low: |
1.310 |
0.620 |
| High (YTD): |
2024-05-08 |
1.310 |
| Low (YTD): |
2024-03-18 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.904 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.987 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.37% |
| Volatility 6M: |
|
124.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
