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

EUWAX
26/07/2024  10:11:28 Chg.+0.070 Bid16:55:00 Ask16:55:00 Underlying Strike price Expiration date Option type
0.780EUR +9.86% -
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: 6.97
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.55
Parity: -0.06
Time value: 0.76
Break-even: 61.20
Moneyness: 0.99
Premium: 0.15
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.58
Theta: -0.02
Omega: 4.06
Rho: 0.15
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.660
1M High / 1M Low: 0.900 0.620
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.710
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:   140.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -