BNP Paribas Call 520 Orsted A/S 20.12.2024
/ DE000PC9RYN6
BNP Paribas Call 520 Orsted A/S 2.../ DE000PC9RYN6 /
11/6/2024 9:32:13 AM |
Chg.-0.040 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
-80.00% |
- 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: |
70.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.37 |
Parity: |
-1.39 |
Time value: |
0.08 |
Break-even: |
70.51 |
Moneyness: |
0.80 |
Premium: |
0.26 |
Premium p.a.: |
5.91 |
Spread abs.: |
0.03 |
Spread %: |
61.22% |
Delta: |
0.15 |
Theta: |
-0.03 |
Omega: |
10.78 |
Rho: |
0.01 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.050 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-73.68% |
1 Month |
|
|
-88.10% |
3 Months |
|
|
-93.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.050 |
0.029 |
1M High / 1M Low: |
0.190 |
0.029 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.096 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
520.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |