BNP Paribas Call 420 Orsted A/S 20.09.2024
/ DE000PC1LM25
BNP Paribas Call 420 Orsted A/S 2.../ DE000PC1LM25 /
| 2024-07-05 9:12:50 AM |
Chg.+0.040 |
Bid2:46:44 PM |
Ask2:46:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+19.05% |
0.290
Bid Size: 16,000 |
0.300
Ask Size: 16,000 |
- |
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: |
22.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.55 |
| Parity: |
-0.42 |
| Time value: |
0.23 |
| Break-even: |
58.61 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.38 |
| Theta: |
-0.03 |
| Omega: |
8.67 |
| Rho: |
0.04 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.58% |
| 1 Month |
|
|
-52.83% |
| 3 Months |
|
|
-45.65% |
| YTD |
|
|
-62.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.170 |
| 1M High / 1M Low: |
0.520 |
0.170 |
| 6M High / 6M Low: |
0.780 |
0.170 |
| High (YTD): |
2024-01-15 |
0.780 |
| Low (YTD): |
2024-07-03 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.489 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.93% |
| Volatility 6M: |
|
170.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
