BNP Paribas Call 350 Orsted A/S 2.../  DE000PC9RY92  /

EUWAX
7/5/2024  9:59:53 AM Chg.+0.14 Bid4:55:00 PM Ask4:55:00 PM Underlying Strike price Expiration date Option type
1.14EUR +14.00% -
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: 4.73
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.51
Implied volatility: 0.45
Historic volatility: 0.55
Parity: 0.51
Time value: 0.59
Break-even: 57.92
Moneyness: 1.11
Premium: 0.11
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.92%
Delta: 0.70
Theta: -0.02
Omega: 3.32
Rho: 0.18
 

Quote data

Open: 1.14
High: 1.14
Low: 1.14
Previous Close: 1.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.53%
1 Month
  -20.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.00 0.95
1M High / 1M Low: 1.45 0.95
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.97
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:   87.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -