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

EUWAX
11/6/2024  9:32:13 AM Chg.-0.210 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.250EUR -45.65% -
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: 11.40
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.37
Parity: -0.45
Time value: 0.49
Break-even: 65.24
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 6.52%
Delta: 0.47
Theta: -0.03
Omega: 5.32
Rho: 0.08
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.86%
1 Month
  -52.83%
3 Months
  -56.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.360
1M High / 1M Low: 0.770 0.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.574
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -