BNP Paribas Call 350 Orsted A/S 21.03.2025
/ DE000PC9RY92
BNP Paribas Call 350 Orsted A/S 2.../ DE000PC9RY92 /
| 2024-06-28 10:01:17 AM |
Chg.-0.110 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-10.19% |
-
Bid Size: - |
-
Ask Size: - |
- |
350.00 DKK |
2025-03-21 |
Call |
Master data
| WKN: |
PC9RY9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 DKK |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.55 |
| Parity: |
0.23 |
| Time value: |
0.70 |
| Break-even: |
56.23 |
| Moneyness: |
1.05 |
| Premium: |
0.14 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
3.44 |
| Rho: |
0.16 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.38% |
| 1 Month |
|
|
-28.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.970 |
| 1M High / 1M Low: |
1.480 |
0.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
