BNP Paribas Call 360 Orsted A/S 20.12.2024
/ DE000PC9RYX5
BNP Paribas Call 360 Orsted A/S 2.../ DE000PC9RYX5 /
| 09/08/2024 15:21:00 |
Chg.+0.020 |
Bid15:48:52 |
Ask15:48:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+1.94% |
1.040
Bid Size: 34,000 |
1.050
Ask Size: 34,000 |
- |
360.00 DKK |
20/12/2024 |
Call |
Master data
| WKN: |
PC9RYX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 DKK |
| Maturity: |
20/12/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.56 |
| Parity: |
0.66 |
| Time value: |
0.38 |
| Break-even: |
58.64 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
3.87 |
| Rho: |
0.11 |
Quote data
| Open: |
1.050 |
| High: |
1.120 |
| Low: |
1.050 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
+23.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.970 |
| 1M High / 1M Low: |
1.190 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.952 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
