BNP Paribas Call 400 Orsted A/S 20.09.2024
/ DE000PC1LM17
BNP Paribas Call 400 Orsted A/S 2.../ DE000PC1LM17 /
| 7/12/2024 9:12:09 AM |
Chg.+0.090 |
Bid10:00:28 AM |
Ask10:00:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+21.43% |
0.500
Bid Size: 16,000 |
0.510
Ask Size: 16,000 |
- |
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: |
10.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.55 |
| Parity: |
0.13 |
| Time value: |
0.38 |
| Break-even: |
58.72 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.60 |
| Theta: |
-0.03 |
| Omega: |
6.45 |
| Rho: |
0.05 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.21% |
| 1 Month |
|
|
+13.33% |
| 3 Months |
|
|
-21.54% |
| YTD |
|
|
-32.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.330 |
| 1M High / 1M Low: |
0.510 |
0.260 |
| 6M High / 6M Low: |
0.910 |
0.260 |
| High (YTD): |
2/14/2024 |
0.910 |
| Low (YTD): |
7/3/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.589 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.10% |
| Volatility 6M: |
|
162.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
