BNP Paribas Call 500 Orsted A/S 21.03.2025
/ DE000PC9RY01
BNP Paribas Call 500 Orsted A/S 2.../ DE000PC9RY01 /
| 12/07/2024 10:20:42 |
Chg.+0.020 |
Bid10:35:44 |
Ask10:35:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+6.06% |
0.360
Bid Size: 31,000 |
0.370
Ask Size: 31,000 |
- |
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: |
15.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.55 |
| Parity: |
-1.21 |
| Time value: |
0.36 |
| Break-even: |
70.62 |
| Moneyness: |
0.82 |
| Premium: |
0.29 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
5.39 |
| Rho: |
0.11 |
Quote data
| Open: |
0.340 |
| High: |
0.350 |
| Low: |
0.340 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-10.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.250 |
| 1M High / 1M Low: |
0.390 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| 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: |
|
171.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
