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

EUWAX
2024-07-11  9:22:02 AM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.140EUR - -
Bid Size: -
-
Ask Size: -
- 450.00 DKK 2024-09-20 Call
 

Master data

WKN: PC1LM3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 450.00 DKK
Maturity: 2024-09-20
Issue date: 2023-12-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.88
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.55
Parity: -0.54
Time value: 0.19
Break-even: 62.22
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.92
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.33
Theta: -0.03
Omega: 9.67
Rho: 0.03
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -26.32%
3 Months
  -62.16%
YTD
  -73.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.230 0.083
6M High / 6M Low: 0.630 0.083
High (YTD): 2024-01-15 0.630
Low (YTD): 2024-07-03 0.083
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   0.330
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   276.45%
Volatility 6M:   207.86%
Volatility 1Y:   -
Volatility 3Y:   -