BNP Paribas Call 380 Orsted A/S 20.09.2024
/ DE000PC1LM09
BNP Paribas Call 380 Orsted A/S 2.../ DE000PC1LM09 /
| 2024-07-25 4:21:16 PM |
Chg.-0.010 |
Bid4:52:51 PM |
Ask4:52:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-1.92% |
-
Bid Size: - |
-
Ask Size: - |
- |
380.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LM0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.55 |
| Parity: |
0.14 |
| Time value: |
0.37 |
| Break-even: |
56.02 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
6.18 |
| Rho: |
0.04 |
Quote data
| Open: |
0.440 |
| High: |
0.520 |
| Low: |
0.440 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-16.39% |
| YTD |
|
|
-42.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.450 |
| 1M High / 1M Low: |
0.720 |
0.380 |
| 6M High / 6M Low: |
1.030 |
0.380 |
| High (YTD): |
2024-05-08 |
1.030 |
| Low (YTD): |
2024-07-02 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.694 |
| Avg. volume 6M: |
|
271.738 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.68% |
| Volatility 6M: |
|
165.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
