BNP Paribas Call 400 Orsted A/S 20.12.2024
/ DE000PC9RYV9
BNP Paribas Call 400 Orsted A/S 2.../ DE000PC9RYV9 /
| 8/9/2024 4:21:18 PM |
Chg.+0.020 |
Bid4:28:09 PM |
Ask4:28:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+2.90% |
0.710
Bid Size: 25,000 |
0.720
Ask Size: 25,000 |
- |
400.00 DKK |
12/20/2024 |
Call |
Master data
| WKN: |
PC9RYV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 DKK |
| Maturity: |
12/20/2024 |
| Issue date: |
5/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.56 |
| Parity: |
0.13 |
| Time value: |
0.57 |
| Break-even: |
60.60 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
4.76 |
| Rho: |
0.10 |
Quote data
| Open: |
0.700 |
| High: |
0.770 |
| Low: |
0.700 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.41% |
| 1 Month |
|
|
+29.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.650 |
| 1M High / 1M Low: |
0.820 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
