BNP Paribas Call 460 Orsted A/S 2.../  DE000PC39N41  /

EUWAX
7/26/2024  10:11:59 AM Chg.+0.029 Bid4:55:00 PM Ask4:55:00 PM Underlying Strike price Expiration date Option type
0.090EUR +47.54% -
Bid Size: -
-
Ask Size: -
- 460.00 DKK 9/20/2024 Call
 

Master data

WKN: PC39N4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 460.00 DKK
Maturity: 9/20/2024
Issue date: 1/31/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.92
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.55
Parity: -0.86
Time value: 0.09
Break-even: 62.51
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 1.93
Spread abs.: 0.01
Spread %: 12.99%
Delta: 0.20
Theta: -0.02
Omega: 12.19
Rho: 0.01
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.061
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -30.77%
3 Months
  -65.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.060
1M High / 1M Low: 0.150 0.049
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   373.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -