BNP Paribas Call 450 Orsted A/S 2.../  DE000PC9RY35  /

Frankfurt Zert./BNP
11/7/2024  4:21:08 PM Chg.+0.010 Bid4:54:06 PM Ask4:54:06 PM Underlying Strike price Expiration date Option type
0.210EUR +5.00% -
Bid Size: -
-
Ask Size: -
- 450.00 DKK 3/21/2025 Call
 

Master data

WKN: PC9RY3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 450.00 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: 22.35
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.39
Parity: -1.12
Time value: 0.22
Break-even: 62.54
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 0.92
Spread abs.: 0.02
Spread %: 10.00%
Delta: 0.29
Theta: -0.02
Omega: 6.52
Rho: 0.04
 

Quote data

Open: 0.210
High: 0.210
Low: 0.170
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -43.24%
1 Month
  -70.42%
3 Months
  -62.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.200
1M High / 1M Low: 0.790 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.558
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -