BNP Paribas Call 450 Orsted A/S 20.09.2024
/ DE000PC1LM33
BNP Paribas Call 450 Orsted A/S 2.../ DE000PC1LM33 /
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: |
|
- |