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

EUWAX
09/08/2024  09:11:57 Chg.0.000 Bid20:00:05 Ask20:00:05 Underlying Strike price Expiration date Option type
0.130EUR 0.00% -
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: 39.20
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.56
Parity: -0.54
Time value: 0.14
Break-even: 61.71
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 1.77
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.30
Theta: -0.03
Omega: 11.58
Rho: 0.02
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month  
+18.18%
3 Months
  -72.92%
YTD
  -75.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.190 0.065
6M High / 6M Low: 0.600 0.065
High (YTD): 15/01/2024 0.630
Low (YTD): 17/07/2024 0.065
52W High: - -
52W Low: - -
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   0.263
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   437.52%
Volatility 6M:   263.22%
Volatility 1Y:   -
Volatility 3Y:   -