BNP Paribas Call 350 Orsted A/S 21.03.2025
/ DE000PC9RY92
BNP Paribas Call 350 Orsted A/S 2.../ DE000PC9RY92 /
| 9/18/2024 9:48:41 AM |
Chg.-0.06 |
Bid4:55:00 PM |
Ask4:55:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-3.90% |
-
Bid Size: - |
-
Ask Size: - |
- |
350.00 DKK |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RY9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 DKK |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.48 |
| Parity: |
1.17 |
| Time value: |
0.37 |
| Break-even: |
62.31 |
| Moneyness: |
1.25 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
3.04 |
| Rho: |
0.16 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.98% |
| 1 Month |
|
|
+43.69% |
| 3 Months |
|
|
+37.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.31 |
| 1M High / 1M Low: |
1.54 |
0.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
