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

EUWAX
2024-07-26  10:11:28 AM Chg.+0.060 Bid4:55:00 PM Ask4:55:00 PM Underlying Strike price Expiration date Option type
0.540EUR +12.50% -
Bid Size: -
-
Ask Size: -
- 440.00 DKK 2025-03-21 Call
 

Master data

WKN: PC9RY4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 440.00 DKK
Maturity: 2025-03-21
Issue date: 2024-05-14
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.00
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.55
Parity: -0.60
Time value: 0.53
Break-even: 64.26
Moneyness: 0.90
Premium: 0.21
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.47
Theta: -0.02
Omega: 4.68
Rho: 0.13
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -1.82%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.450
1M High / 1M Low: 0.640 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.491
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -