BNP Paribas Call 380 Orsted A/S 20.09.2024
/ DE000PC1LM09
BNP Paribas Call 380 Orsted A/S 2.../ DE000PC1LM09 /
| 09/08/2024 15:21:16 |
Chg.+0.020 |
Bid15:46:17 |
Ask15:46:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+3.28% |
0.610
Bid Size: 18,000 |
0.620
Ask Size: 18,000 |
- |
380.00 DKK |
20/09/2024 |
Call |
Master data
| WKN: |
PC1LM0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 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: |
8.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.56 |
| Parity: |
0.40 |
| Time value: |
0.22 |
| Break-even: |
57.12 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.70 |
| Theta: |
-0.04 |
| Omega: |
6.22 |
| Rho: |
0.04 |
Quote data
| Open: |
0.620 |
| High: |
0.700 |
| Low: |
0.620 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
+34.04% |
| 3 Months |
|
|
-38.84% |
| YTD |
|
|
-29.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.550 |
| 1M High / 1M Low: |
0.770 |
0.390 |
| 6M High / 6M Low: |
1.030 |
0.380 |
| High (YTD): |
08/05/2024 |
1.030 |
| Low (YTD): |
02/07/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.554 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.670 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.82% |
| Volatility 6M: |
|
173.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
