BNP Paribas Call 480 Orsted A/S 2.../  DE000PC9RYQ9  /

EUWAX
04/10/2024  15:28:09 Chg.-0.040 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.190EUR -17.39% -
Bid Size: -
-
Ask Size: -
- 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: 21.35
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.47
Parity: -0.67
Time value: 0.27
Break-even: 67.05
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 1.05
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.36
Theta: -0.03
Omega: 7.62
Rho: 0.04
 

Quote data

Open: 0.260
High: 0.260
Low: 0.190
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.12%
1 Month
  -13.64%
3 Months
  -13.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.190
1M High / 1M Low: 0.340 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.281
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   236.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -