BNP Paribas Call 450 Orsted A/S 21.03.2025
/ DE000PC9RY35
BNP Paribas Call 450 Orsted A/S 2.../ DE000PC9RY35 /
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: |
|
- |