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

EUWAX
8/30/2024  9:50:13 AM Chg.+0.030 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.620EUR +5.08% -
Bid Size: -
-
Ask Size: -
- 400.00 DKK 3/21/2025 Call
 

Master data

WKN: PC9RY6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 400.00 DKK
Maturity: 3/21/2025
Issue date: 5/14/2024
Last trading day: 3/20/2025
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
  -25.30%
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:   0.720
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -