BNP Paribas Call 360 Orsted A/S 21.03.2025
/ DE000PC9RY84
BNP Paribas Call 360 Orsted A/S 2.../ DE000PC9RY84 /
15/10/2024 09:39:27 |
Chg.-0.04 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.33EUR |
-2.92% |
- Bid Size: - |
- Ask Size: - |
- |
360.00 DKK |
21/03/2025 |
Call |
Master data
WKN: |
PC9RY8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 DKK |
Maturity: |
21/03/2025 |
Issue date: |
14/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
1.05 |
Implied volatility: |
0.51 |
Historic volatility: |
0.46 |
Parity: |
1.05 |
Time value: |
0.35 |
Break-even: |
62.25 |
Moneyness: |
1.22 |
Premium: |
0.06 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
1.45% |
Delta: |
0.79 |
Theta: |
-0.02 |
Omega: |
3.30 |
Rho: |
0.14 |
Quote data
Open: |
1.33 |
High: |
1.33 |
Low: |
1.33 |
Previous Close: |
1.37 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.92% |
1 Month |
|
|
-6.34% |
3 Months |
|
|
+27.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.54 |
1.37 |
1M High / 1M Low: |
1.54 |
1.18 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.40 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |