BNP Paribas Call 340 Orsted A/S/  DE000PN8XNF2  /

EUWAX
2024-06-20  10:14:39 AM Chg.- Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.630EUR - -
Bid Size: -
-
Ask Size: -
- 340.00 DKK 2024-06-21 Call
 

Master data

WKN: PN8XNF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 340.00 DKK
Maturity: 2024-06-21
Issue date: 2023-09-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.58
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.60
Implied volatility: 2.84
Historic volatility: 0.55
Parity: 0.60
Time value: 0.08
Break-even: 52.38
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 6.25%
Delta: 0.82
Theta: -1.02
Omega: 6.20
Rho: 0.00
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month
  -38.24%
3 Months
  -8.70%
YTD
  -37.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.560
1M High / 1M Low: 1.080 0.560
6M High / 6M Low: 1.220 0.550
High (YTD): 2024-05-08 1.220
Low (YTD): 2024-03-18 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.859
Avg. volume 1M:   0.000
Avg. price 6M:   0.907
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.28%
Volatility 6M:   153.79%
Volatility 1Y:   -
Volatility 3Y:   -