BNP Paribas Call 500 Orsted A/S 20.09.2024
/ DE000PC25NY9
BNP Paribas Call 500 Orsted A/S 2.../ DE000PC25NY9 /
| 2024-07-25 11:21:01 AM |
Chg.-0.003 |
Bid11:43:16 AM |
Ask11:43:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
-16.67% |
0.015
Bid Size: 70,000 |
0.051
Ask Size: 70,000 |
- |
500.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
PC25NY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
102.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.55 |
| Parity: |
-1.47 |
| Time value: |
0.05 |
| Break-even: |
67.51 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
4.13 |
| Spread abs.: |
0.03 |
| Spread %: |
200.00% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
11.82 |
| Rho: |
0.01 |
Quote data
| Open: |
0.012 |
| High: |
0.015 |
| Low: |
0.012 |
| Previous Close: |
0.018 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-63.41% |
| 3 Months |
|
|
-87.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.015 |
| 1M High / 1M Low: |
0.051 |
0.014 |
| 6M High / 6M Low: |
0.380 |
0.014 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.150 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
459.81% |
| Volatility 6M: |
|
295.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
