BNP Paribas Call 380 Orsted A/S 21.03.2025
/ DE000PC9RY76
BNP Paribas Call 380 Orsted A/S 2.../ DE000PC9RY76 /
| 10/18/2024 9:49:41 AM |
Chg.-0.06 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-5.04% |
-
Bid Size: - |
-
Ask Size: - |
- |
380.00 DKK |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RY7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 DKK |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.46 |
| Parity: |
0.75 |
| Time value: |
0.42 |
| Break-even: |
62.65 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.86% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
3.68 |
| Rho: |
0.13 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.32% |
| 1 Month |
|
|
-3.42% |
| 3 Months |
|
|
+41.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.08 |
| 1M High / 1M Low: |
1.35 |
1.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
