BNP Paribas Call 420 Orsted A/S 20.09.2024
/ DE000PC1LM25
BNP Paribas Call 420 Orsted A/S 2.../ DE000PC1LM25 /
2024-09-13 4:21:00 PM |
Chg.+0.190 |
Bid4:54:41 PM |
Ask4:54:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
+76.00% |
- Bid Size: - |
- Ask Size: - |
- |
420.00 DKK |
2024-09-20 |
Call |
Master data
WKN: |
PC1LM2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 DKK |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
23.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.62 |
Historic volatility: |
0.49 |
Parity: |
0.08 |
Time value: |
0.16 |
Break-even: |
58.68 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
3.23 |
Spread abs.: |
0.02 |
Spread %: |
9.09% |
Delta: |
0.58 |
Theta: |
-0.14 |
Omega: |
13.90 |
Rho: |
0.01 |
Quote data
Open: |
0.240 |
High: |
0.440 |
Low: |
0.240 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+109.52% |
1 Month |
|
|
+29.41% |
3 Months |
|
|
+46.67% |
YTD |
|
|
-34.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.110 |
1M High / 1M Low: |
0.440 |
0.021 |
6M High / 6M Low: |
0.690 |
0.021 |
High (YTD): |
2024-01-15 |
0.790 |
Low (YTD): |
2024-08-22 |
0.021 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.228 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.117 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.327 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
862.95% |
Volatility 6M: |
|
412.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |