BNP Paribas Call 420 Orsted A/S 20.12.2024
/ DE000PC9RYU1
BNP Paribas Call 420 Orsted A/S 2.../ DE000PC9RYU1 /
6/28/2024 4:21:03 PM |
Chg.-0.030 |
Bid4:54:43 PM |
Ask4:54:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
-7.50% |
- Bid Size: - |
- Ask Size: - |
- |
420.00 DKK |
12/20/2024 |
Call |
Master data
WKN: |
PC9RYU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 DKK |
Maturity: |
12/20/2024 |
Issue date: |
5/14/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.55 |
Parity: |
-0.71 |
Time value: |
0.37 |
Break-even: |
60.02 |
Moneyness: |
0.87 |
Premium: |
0.22 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.01 |
Spread %: |
2.78% |
Delta: |
0.41 |
Theta: |
-0.02 |
Omega: |
5.41 |
Rho: |
0.08 |
Quote data
Open: |
0.380 |
High: |
0.400 |
Low: |
0.370 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-31.48% |
1 Month |
|
|
-50.67% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.370 |
1M High / 1M Low: |
0.770 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.454 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.539 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |