BNP Paribas Call 350 Orsted A/S 20.12.2024
/ DE000PG2N5Z8
BNP Paribas Call 350 Orsted A/S 2.../ DE000PG2N5Z8 /
| 9/13/2024 4:21:14 PM |
Chg.+0.230 |
Bid4:54:51 PM |
Ask4:54:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
+18.11% |
-
Bid Size: - |
-
Ask Size: - |
- |
350.00 DKK |
12/20/2024 |
Call |
Master data
| WKN: |
PG2N5Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 DKK |
| Maturity: |
12/20/2024 |
| Issue date: |
6/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.49 |
| Parity: |
1.02 |
| Time value: |
0.24 |
| Break-even: |
59.50 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.61% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
3.66 |
| Rho: |
0.09 |
Quote data
| Open: |
1.280 |
| High: |
1.500 |
| Low: |
1.280 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+18.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.050 |
| 1M High / 1M Low: |
1.270 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
