BNP Paribas Call 500 Orsted A/S 2.../  DE000PC25NY9  /

EUWAX
26/07/2024  10:13:02 Chg.+0.010 Bid20:00:05 Ask20:00:05 Underlying Strike price Expiration date Option type
0.024EUR +71.43% -
Bid Size: -
-
Ask Size: -
- 500.00 DKK 20/09/2024 Call
 

Master data

WKN: PC25NY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 500.00 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: 103.92
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.55
Parity: -1.40
Time value: 0.05
Break-even: 67.51
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 3.84
Spread abs.: 0.03
Spread %: 168.42%
Delta: 0.12
Theta: -0.02
Omega: 12.25
Rho: 0.01
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.014
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month
  -50.00%
3 Months
  -82.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.014
1M High / 1M Low: 0.048 0.012
6M High / 6M Low: 0.390 0.012
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.147
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   434.10%
Volatility 6M:   275.77%
Volatility 1Y:   -
Volatility 3Y:   -