BNP Paribas Call 320 Orsted A/S 21.06.2024
/ DE000PZ1A100
BNP Paribas Call 320 Orsted A/S 2.../ DE000PZ1A100 /
| 2024-05-24 9:49:21 AM |
Chg.-0.06 |
Bid3:35:26 PM |
Ask3:35:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-5.00% |
1.15
Bid Size: 56,000 |
1.17
Ask Size: 56,000 |
- |
320.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1A10 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.55 |
| Parity: |
1.08 |
| Time value: |
0.10 |
| Break-even: |
54.69 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
3.94 |
| Rho: |
0.03 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.92% |
| 1 Month |
|
|
+10.68% |
| 3 Months |
|
|
+9.62% |
| YTD |
|
|
-1.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.18 |
| 1M High / 1M Low: |
1.49 |
0.95 |
| 6M High / 6M Low: |
1.49 |
0.61 |
| High (YTD): |
2024-05-08 |
1.49 |
| Low (YTD): |
2024-03-18 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.39% |
| Volatility 6M: |
|
136.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
