BNP Paribas Call 440 Orsted A/S 2.../  DE000PC9RY43  /

EUWAX
11/8/2024  10:18:18 AM Chg.+0.040 Bid4:55:00 PM Ask4:55:00 PM Underlying Strike price Expiration date Option type
0.280EUR +16.67% -
Bid Size: -
-
Ask Size: -
- 440.00 DKK 3/21/2025 Call
 

Master data

WKN: PC9RY4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 440.00 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: 19.15
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.38
Parity: -0.92
Time value: 0.26
Break-even: 61.60
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.79
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.33
Theta: -0.02
Omega: 6.35
Rho: 0.05
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.88%
1 Month
  -66.27%
3 Months
  -50.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.240
1M High / 1M Low: 0.840 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.396
Avg. volume 1W:   0.000
Avg. price 1M:   0.606
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -