BNP Paribas Call 380 Orsted A/S 20.12.2024
/ DE000PC9RYW7
BNP Paribas Call 380 Orsted A/S 2.../ DE000PC9RYW7 /
8/16/2024 4:21:19 PM |
Chg.-0.150 |
Bid4:54:37 PM |
Ask4:54:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-22.06% |
- Bid Size: - |
- Ask Size: - |
- |
380.00 DKK |
12/20/2024 |
Call |
Master data
WKN: |
PC9RYW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 DKK |
Maturity: |
12/20/2024 |
Issue date: |
5/14/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.45 |
Historic volatility: |
0.56 |
Parity: |
0.19 |
Time value: |
0.49 |
Break-even: |
57.73 |
Moneyness: |
1.04 |
Premium: |
0.09 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.01 |
Spread %: |
1.49% |
Delta: |
0.63 |
Theta: |
-0.02 |
Omega: |
4.87 |
Rho: |
0.09 |
Quote data
Open: |
0.650 |
High: |
0.650 |
Low: |
0.530 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-39.08% |
1 Month |
|
|
-14.52% |
3 Months |
|
|
-56.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.680 |
1M High / 1M Low: |
0.990 |
0.620 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.870 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.796 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |