BNP Paribas Call 500 Orsted A/S 2.../  DE000PC9RY01  /

Frankfurt Zert./BNP
2024-06-26  4:20:59 PM Chg.+0.010 Bid4:54:25 PM Ask4:54:25 PM Underlying Strike price Expiration date Option type
0.300EUR +3.45% -
Bid Size: -
-
Ask Size: -
- 500.00 DKK 2025-03-21 Call
 

Master data

WKN: PC9RY0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 500.00 DKK
Maturity: 2025-03-21
Issue date: 2024-05-14
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.13
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.55
Parity: -1.57
Time value: 0.30
Break-even: 70.03
Moneyness: 0.77
Premium: 0.36
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.31
Theta: -0.01
Omega: 5.27
Rho: 0.09
 

Quote data

Open: 0.300
High: 0.310
Low: 0.300
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.23%
1 Month
  -30.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.290
1M High / 1M Low: 0.510 0.290
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:   0.381
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -