BNP Paribas Call 400 Orsted A/S 20.12.2024
/ DE000PC9RYV9
BNP Paribas Call 400 Orsted A/S 2.../ DE000PC9RYV9 /
16/08/2024 16:21:14 |
Chg.-0.130 |
Bid16:51:38 |
Ask16:51:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-24.53% |
- Bid Size: - |
- Ask Size: - |
- |
400.00 DKK |
20/12/2024 |
Call |
Master data
WKN: |
PC9RYV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 DKK |
Maturity: |
20/12/2024 |
Issue date: |
14/05/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.56 |
Parity: |
-0.07 |
Time value: |
0.53 |
Break-even: |
58.91 |
Moneyness: |
0.99 |
Premium: |
0.11 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.01 |
Spread %: |
1.92% |
Delta: |
0.55 |
Theta: |
-0.02 |
Omega: |
5.47 |
Rho: |
0.08 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.400 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-43.66% |
1 Month |
|
|
-18.37% |
3 Months |
|
|
-61.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.530 |
1M High / 1M Low: |
0.820 |
0.490 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.706 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.643 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
179.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |