BNP Paribas Call 400 Orsted A/S 21.03.2025
/ DE000PC9RY68
BNP Paribas Call 400 Orsted A/S 2.../ DE000PC9RY68 /
30/08/2024 09:50:13 |
Chg.+0.030 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+5.08% |
- Bid Size: - |
- Ask Size: - |
- |
400.00 DKK |
21/03/2025 |
Call |
Master data
WKN: |
PC9RY6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 DKK |
Maturity: |
21/03/2025 |
Issue date: |
14/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.50 |
Parity: |
-0.19 |
Time value: |
0.61 |
Break-even: |
59.73 |
Moneyness: |
0.96 |
Premium: |
0.15 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
1.67% |
Delta: |
0.54 |
Theta: |
-0.02 |
Omega: |
4.60 |
Rho: |
0.12 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.620 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+26.53% |
1 Month |
|
|
-27.06% |
3 Months |
|
|
-41.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.530 |
1M High / 1M Low: |
0.950 |
0.490 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.580 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.715 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |