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

EUWAX
11/6/2024  9:32:13 AM Chg.- Bid9:35:27 AM Ask9:35:27 AM Underlying Strike price Expiration date Option type
0.290EUR - 0.230
Bid Size: 30,000
0.240
Ask Size: 30,000
- 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: 10.34
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.37
Parity: -0.31
Time value: 0.54
Break-even: 64.40
Moneyness: 0.95
Premium: 0.15
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 5.88%
Delta: 0.50
Theta: -0.03
Omega: 5.15
Rho: 0.08
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.27%
1 Month
  -49.12%
3 Months
  -51.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.290
1M High / 1M Low: 0.840 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.620
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   251.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -