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

EUWAX
8/30/2024  9:16:07 AM Chg.+0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% -
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: 39.78
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.50
Parity: -0.19
Time value: 0.13
Break-even: 54.93
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 2.00
Spread abs.: 0.02
Spread %: 18.18%
Delta: 0.38
Theta: -0.05
Omega: 15.26
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+71.43%
1 Month
  -69.23%
3 Months
  -82.35%
YTD
  -84.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.540 0.070
6M High / 6M Low: 0.840 0.070
High (YTD): 2/14/2024 0.910
Low (YTD): 8/23/2024 0.070
52W High: - -
52W Low: - -
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.283
Avg. volume 1M:   0.000
Avg. price 6M:   0.462
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   334.87%
Volatility 6M:   225.92%
Volatility 1Y:   -
Volatility 3Y:   -