BNP Paribas Call 520 Orsted A/S 21.03.2025
/ DE000PC9RYZ0
BNP Paribas Call 520 Orsted A/S 2.../ DE000PC9RYZ0 /
11/6/2024 9:32:15 AM |
Chg.-0.098 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.082EUR |
-54.44% |
- Bid Size: - |
- Ask Size: - |
- |
520.00 DKK |
3/21/2025 |
Call |
Master data
WKN: |
PC9RYZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
520.00 DKK |
Maturity: |
3/21/2025 |
Issue date: |
5/14/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.37 |
Parity: |
-1.39 |
Time value: |
0.21 |
Break-even: |
71.82 |
Moneyness: |
0.80 |
Premium: |
0.29 |
Premium p.a.: |
0.97 |
Spread abs.: |
0.03 |
Spread %: |
16.67% |
Delta: |
0.26 |
Theta: |
-0.02 |
Omega: |
6.95 |
Rho: |
0.05 |
Quote data
Open: |
0.082 |
High: |
0.082 |
Low: |
0.082 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-51.76% |
1 Month |
|
|
-65.83% |
3 Months |
|
|
-70.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.140 |
1M High / 1M Low: |
0.390 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.164 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.260 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
284.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |