BNP Paribas Call 480 Orsted A/S 2.../  DE000PC25NX1  /

EUWAX
09/08/2024  10:26:39 Chg.+0.022 Bid16:55:00 Ask16:55:00 Underlying Strike price Expiration date Option type
0.061EUR +56.41% -
Bid Size: -
-
Ask Size: -
- 480.00 DKK 20/09/2024 Call
 

Master data

WKN: PC25NX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 480.00 DKK
Maturity: 20/09/2024
Issue date: 10/01/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 98.00
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.56
Parity: -0.94
Time value: 0.06
Break-even: 64.89
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 3.29
Spread abs.: 0.01
Spread %: 21.74%
Delta: 0.15
Theta: -0.02
Omega: 14.69
Rho: 0.01
 

Quote data

Open: 0.057
High: 0.061
Low: 0.057
Previous Close: 0.039
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.31%
1 Month  
+19.61%
3 Months
  -80.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.039
1M High / 1M Low: 0.085 0.027
6M High / 6M Low: 0.420 0.027
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   408.68%
Volatility 6M:   264.76%
Volatility 1Y:   -
Volatility 3Y:   -