BNP Paribas Call 350 Orsted A/S 21.06.2024
/ DE000PN760Z3
BNP Paribas Call 350 Orsted A/S 2.../ DE000PN760Z3 /
| 2024-06-14 4:21:04 PM |
Chg.-0.180 |
Bid4:54:44 PM |
Ask4:54:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-27.27% |
-
Bid Size: - |
-
Ask Size: - |
- |
350.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
PN760Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.55 |
| Parity: |
0.48 |
| Time value: |
0.08 |
| Break-even: |
52.51 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
1.59 |
| Spread abs.: |
0.04 |
| Spread %: |
7.69% |
| Delta: |
0.80 |
| Theta: |
-0.16 |
| Omega: |
7.37 |
| Rho: |
0.01 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.480 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.81% |
| 1 Month |
|
|
-57.14% |
| 3 Months |
|
|
+4.35% |
| YTD |
|
|
-48.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.480 |
| 1M High / 1M Low: |
1.120 |
0.480 |
| 6M High / 6M Low: |
1.140 |
0.460 |
| High (YTD): |
2024-05-15 |
1.140 |
| Low (YTD): |
2024-03-15 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.811 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.824 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.84% |
| Volatility 6M: |
|
171.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
