BNP Paribas Call 400 Orsted A/S 2.../  DE000PC9RY68  /

EUWAX
2024-07-25  10:00:01 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.710EUR -1.39% -
Bid Size: -
-
Ask Size: -
- 400.00 DKK 2025-03-21 Call
 

Master data

WKN: PC9RY6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 400.00 DKK
Maturity: 2025-03-21
Issue date: 2024-05-14
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.97
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.55
Parity: -0.13
Time value: 0.75
Break-even: 61.10
Moneyness: 0.98
Premium: 0.17
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.57
Theta: -0.02
Omega: 3.98
Rho: 0.15
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.52%
1 Month
  -13.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.620
1M High / 1M Low: 0.900 0.620
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.692
Avg. volume 1W:   0.000
Avg. price 1M:   0.720
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -