BNP Paribas Call 460 Orsted A/S 20.09.2024
/ DE000PC39N41
BNP Paribas Call 460 Orsted A/S 2.../ DE000PC39N41 /
| 2024-07-12 4:21:02 PM |
Chg.+0.030 |
Bid4:21:15 PM |
Ask4:21:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+23.08% |
0.150
Bid Size: 16,000 |
0.160
Ask Size: 16,000 |
- |
460.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
PC39N4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.55 |
| Parity: |
-0.68 |
| Time value: |
0.15 |
| Break-even: |
63.16 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
10.41 |
| Rho: |
0.03 |
Quote data
| Open: |
0.130 |
| High: |
0.160 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.45% |
| 1 Month |
|
|
-23.81% |
| 3 Months |
|
|
-55.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.077 |
| 1M High / 1M Low: |
0.210 |
0.065 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
