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: |
|
- |
