BNP Paribas Call 450 Orsted A/S 2.../  DE000PC1LM33  /

EUWAX
13/09/2024  09:19:56 Chg.-0.009 Bid16:55:00 Ask16:55:00 Underlying Strike price Expiration date Option type
0.044EUR -16.98% -
Bid Size: -
-
Ask Size: -
- 450.00 DKK 20/09/2024 Call
 

Master data

WKN: PC1LM3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 450.00 DKK
Maturity: 20/09/2024
Issue date: 11/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 96.75
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.49
Parity: -0.32
Time value: 0.06
Break-even: 60.89
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 28.09
Spread abs.: 0.02
Spread %: 51.28%
Delta: 0.24
Theta: -0.10
Omega: 23.60
Rho: 0.00
 

Quote data

Open: 0.044
High: 0.044
Low: 0.044
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -70.67%
3 Months
  -80.87%
YTD
  -91.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.024
1M High / 1M Low: 0.180 0.001
6M High / 6M Low: 0.480 0.001
High (YTD): 15/01/2024 0.630
Low (YTD): 04/09/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.192
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   9,486.72%
Volatility 6M:   3,885.50%
Volatility 1Y:   -
Volatility 3Y:   -