BNP Paribas Call 400 Orsted A/S 2.../  DE000PC1LM17  /

Frankfurt Zert./BNP
8/29/2024  4:21:20 PM Chg.+0.020 Bid4:41:23 PM Ask4:41:23 PM Underlying Strike price Expiration date Option type
0.130EUR +18.18% -
Bid Size: -
-
Ask Size: -
- 400.00 DKK 9/20/2024 Call
 

Master data

WKN: PC1LM1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 400.00 DKK
Maturity: 9/20/2024
Issue date: 12/11/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.10
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.56
Parity: -0.19
Time value: 0.12
Break-even: 54.83
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 1.63
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.38
Theta: -0.04
Omega: 16.20
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.140
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+94.03%
1 Month
  -69.77%
3 Months
  -77.19%
YTD
  -83.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.067
1M High / 1M Low: 0.570 0.067
6M High / 6M Low: 0.850 0.067
High (YTD): 1/15/2024 0.900
Low (YTD): 8/22/2024 0.067
52W High: - -
52W Low: - -
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.307
Avg. volume 1M:   0.000
Avg. price 6M:   0.471
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   378.93%
Volatility 6M:   232.95%
Volatility 1Y:   -
Volatility 3Y:   -