BNP Paribas Call 500 Orsted A/S 21.03.2025
/ DE000PC9RY01
BNP Paribas Call 500 Orsted A/S 2.../ DE000PC9RY01 /
16/08/2024 10:12:11 |
Chg.0.000 |
Bid13:52:04 |
Ask13:52:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
0.00% |
0.170 Bid Size: 38,000 |
0.180 Ask Size: 38,000 |
- |
500.00 DKK |
21/03/2025 |
Call |
Master data
WKN: |
PC9RY0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 DKK |
Maturity: |
21/03/2025 |
Issue date: |
14/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.56 |
Parity: |
-1.41 |
Time value: |
0.23 |
Break-even: |
69.32 |
Moneyness: |
0.79 |
Premium: |
0.31 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.01 |
Spread %: |
4.55% |
Delta: |
0.28 |
Theta: |
-0.01 |
Omega: |
6.38 |
Rho: |
0.07 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.210 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.67% |
1 Month |
|
|
-12.50% |
3 Months |
|
|
-62.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.210 |
1M High / 1M Low: |
0.370 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.334 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.292 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
215.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |