BNP Paribas Call 350 Orsted A/S 20.09.2024
/ DE000PC1LMY8
BNP Paribas Call 350 Orsted A/S 2.../ DE000PC1LMY8 /
| 16/08/2024 09:21:26 |
Chg.-0.020 |
Bid22:00:25 |
Ask22:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-2.94% |
-
Bid Size: - |
-
Ask Size: - |
- |
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: |
7.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.56 |
| Parity: |
0.60 |
| Time value: |
0.11 |
| Break-even: |
54.01 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
6.00 |
| Rho: |
0.03 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.53% |
| 1 Month |
|
|
-7.04% |
| 3 Months |
|
|
-49.23% |
| YTD |
|
|
-38.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.680 |
| 1M High / 1M Low: |
1.090 |
0.620 |
| 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: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.851 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.907 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.81% |
| Volatility 6M: |
|
145.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
