BNP Paribas Call 460 Orsted A/S 2.../  DE000PC9RY27  /

EUWAX
2024-07-26  10:11:28 AM Chg.+0.060 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.440EUR +15.79% -
Bid Size: -
-
Ask Size: -
- 460.00 DKK 2025-03-21 Call
 

Master data

WKN: PC9RY2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 460.00 DKK
Maturity: 2025-03-21
Issue date: 2024-05-14
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.78
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.55
Parity: -0.86
Time value: 0.45
Break-even: 66.14
Moneyness: 0.86
Premium: 0.25
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.42
Theta: -0.02
Omega: 4.91
Rho: 0.11
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+4.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.380
1M High / 1M Low: 0.530 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -