BNP Paribas Call 480 Orsted A/S 20.12.2024
/ DE000PC9RYQ9
BNP Paribas Call 480 Orsted A/S 2.../ DE000PC9RYQ9 /
27/09/2024 11:21:03 |
Chg.+0.010 |
Bid27/09/2024 |
Ask27/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
+3.03% |
0.340 Bid Size: 17,000 |
0.350 Ask Size: 17,000 |
- |
480.00 DKK |
20/12/2024 |
Call |
Master data
WKN: |
PC9RYQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
480.00 DKK |
Maturity: |
20/12/2024 |
Issue date: |
14/05/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.48 |
Parity: |
-0.50 |
Time value: |
0.34 |
Break-even: |
67.77 |
Moneyness: |
0.92 |
Premium: |
0.14 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
0.41 |
Theta: |
-0.03 |
Omega: |
7.17 |
Rho: |
0.05 |
Quote data
Open: |
0.330 |
High: |
0.340 |
Low: |
0.330 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+21.43% |
1 Month |
|
|
+286.36% |
3 Months |
|
|
+88.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.280 |
1M High / 1M Low: |
0.370 |
0.087 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.230 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
327.18% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |