BNP Paribas Call 360 Orsted A/S 20.09.2024
/ DE000PC1LMZ5
BNP Paribas Call 360 Orsted A/S 2.../ DE000PC1LMZ5 /
29/08/2024 16:21:05 |
Chg.+0.040 |
Bid16:54:51 |
Ask16:54:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+8.89% |
- Bid Size: - |
- Ask Size: - |
- |
360.00 DKK |
20/09/2024 |
Call |
Master data
WKN: |
PC1LMZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 DKK |
Maturity: |
20/09/2024 |
Issue date: |
11/12/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.52 |
Historic volatility: |
0.56 |
Parity: |
0.35 |
Time value: |
0.12 |
Break-even: |
52.97 |
Moneyness: |
1.07 |
Premium: |
0.02 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.02 |
Spread %: |
4.44% |
Delta: |
0.73 |
Theta: |
-0.05 |
Omega: |
8.07 |
Rho: |
0.02 |
Quote data
Open: |
0.440 |
High: |
0.500 |
Low: |
0.440 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+53.13% |
1 Month |
|
|
-39.51% |
3 Months |
|
|
-44.94% |
YTD |
|
|
-51.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.320 |
1M High / 1M Low: |
0.990 |
0.320 |
6M High / 6M Low: |
1.220 |
0.320 |
High (YTD): |
15/05/2024 |
1.220 |
Low (YTD): |
22/08/2024 |
0.320 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.404 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.655 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.782 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
242.54% |
Volatility 6M: |
|
170.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |