BNP Paribas Call 460 Orsted A/S 21.03.2025
/ DE000PC9RY27
BNP Paribas Call 460 Orsted A/S 2.../ DE000PC9RY27 /
| 7/17/2024 10:24:58 AM |
Chg.-0.020 |
Bid1:19:00 PM |
Ask1:19:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-5.41% |
0.350
Bid Size: 33,000 |
0.360
Ask Size: 33,000 |
- |
460.00 DKK |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RY2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 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: |
14.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.55 |
| Parity: |
-1.02 |
| Time value: |
0.36 |
| Break-even: |
65.27 |
| Moneyness: |
0.84 |
| Premium: |
0.27 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
5.33 |
| Rho: |
0.11 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.91% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.370 |
| 1M High / 1M Low: |
0.530 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
