BNP Paribas Call 400 Orsted A/S 20.12.2024
/ DE000PC9RYV9
BNP Paribas Call 400 Orsted A/S 2.../ DE000PC9RYV9 /
8/30/2024 9:50:13 AM |
Chg.+0.030 |
Bid4:17:23 PM |
Ask4:17:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+7.14% |
0.450 Bid Size: 20,000 |
0.460 Ask Size: 20,000 |
- |
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: |
11.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.50 |
Parity: |
-0.15 |
Time value: |
0.45 |
Break-even: |
58.13 |
Moneyness: |
0.97 |
Premium: |
0.11 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.01 |
Spread %: |
2.27% |
Delta: |
0.52 |
Theta: |
-0.02 |
Omega: |
6.00 |
Rho: |
0.07 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+32.35% |
1 Month |
|
|
-33.82% |
3 Months |
|
|
-46.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.340 |
1M High / 1M Low: |
0.790 |
0.340 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.392 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.569 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |