BNP Paribas Call 350 Orsted A/S 20.09.2024
/ DE000PC1LMY8
BNP Paribas Call 350 Orsted A/S 2.../ DE000PC1LMY8 /
| 17/07/2024 09:14:38 |
Chg.-0.090 |
Bid13:02:19 |
Ask13:02:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-12.68% |
0.680
Bid Size: 23,000 |
0.690
Ask Size: 23,000 |
- |
350.00 DKK |
20/09/2024 |
Call |
Master data
| WKN: |
PC1LMY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 DKK |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.55 |
| Parity: |
0.46 |
| Time value: |
0.21 |
| Break-even: |
53.63 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
5.61 |
| Rho: |
0.05 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.22% |
| 1 Month |
|
|
-20.51% |
| 3 Months |
|
|
-30.34% |
| YTD |
|
|
-42.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.710 |
| 1M High / 1M Low: |
0.990 |
0.610 |
| 6M High / 6M Low: |
1.310 |
0.610 |
| High (YTD): |
08/05/2024 |
1.310 |
| Low (YTD): |
01/07/2024 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.771 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.954 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.10% |
| Volatility 6M: |
|
131.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
