BNP Paribas Call 400 Orsted A/S 20.09.2024
/ DE000PC1LM17
BNP Paribas Call 400 Orsted A/S 2.../ DE000PC1LM17 /
| 13/09/2024 09:19:56 |
Chg.-0.010 |
Bid16:06:14 |
Ask16:06:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-2.17% |
0.660
Bid Size: 23,000 |
0.700
Ask Size: 23,000 |
- |
400.00 DKK |
20/09/2024 |
Call |
Master data
| WKN: |
PC1LM1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 DKK |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.49 |
| Parity: |
0.35 |
| Time value: |
0.10 |
| Break-even: |
58.10 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
1.52 |
| Spread abs.: |
0.04 |
| Spread %: |
9.76% |
| Delta: |
0.74 |
| Theta: |
-0.14 |
| Omega: |
9.43 |
| Rho: |
0.01 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.76% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-11.76% |
| YTD |
|
|
-40.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.310 |
| 1M High / 1M Low: |
0.540 |
0.070 |
| 6M High / 6M Low: |
0.840 |
0.070 |
| High (YTD): |
14/02/2024 |
0.910 |
| Low (YTD): |
23/08/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.442 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
894.32% |
| Volatility 6M: |
|
402.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
