BNP Paribas Call 520 Orsted A/S 2.../  DE000PC9RYN6  /

Frankfurt Zert./BNP
9/13/2024  4:21:19 PM Chg.+0.070 Bid4:53:13 PM Ask4:53:13 PM Underlying Strike price Expiration date Option type
0.200EUR +53.85% -
Bid Size: -
-
Ask Size: -
- 520.00 DKK 12/20/2024 Call
 

Master data

WKN: PC9RYN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 520.00 DKK
Maturity: 12/20/2024
Issue date: 5/14/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.77
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.49
Parity: -1.26
Time value: 0.14
Break-even: 71.08
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 1.26
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.22
Theta: -0.02
Omega: 8.95
Rho: 0.03
 

Quote data

Open: 0.130
High: 0.200
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month  
+25.00%
3 Months  
+11.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.085
1M High / 1M Low: 0.160 0.027
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   484.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -