BNP Paribas Call 360 Orsted A/S 20.09.2024
/ DE000PC1LMZ5
BNP Paribas Call 360 Orsted A/S 2.../ DE000PC1LMZ5 /
| 9/18/2024 9:17:20 AM |
Chg.-0.06 |
Bid4:34:14 PM |
Ask4:34:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-5.50% |
1.00
Bid Size: 60,000 |
1.04
Ask Size: 60,000 |
- |
360.00 DKK |
9/20/2024 |
Call |
Master data
| WKN: |
PC1LMZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 DKK |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
2.61 |
| Historic volatility: |
0.48 |
| Parity: |
1.04 |
| Time value: |
0.08 |
| Break-even: |
59.45 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
12.68 |
| Spread abs.: |
0.04 |
| Spread %: |
3.70% |
| Delta: |
0.87 |
| Theta: |
-0.62 |
| Omega: |
4.53 |
| Rho: |
0.00 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.62% |
| 1 Month |
|
|
+83.93% |
| 3 Months |
|
|
+47.14% |
| YTD |
|
|
+3.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.84 |
| 1M High / 1M Low: |
1.11 |
0.33 |
| 6M High / 6M Low: |
1.21 |
0.33 |
| High (YTD): |
2/14/2024 |
1.22 |
| Low (YTD): |
8/23/2024 |
0.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
350.87% |
| Volatility 6M: |
|
203.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
