BNP Paribas Call 480 Orsted A/S 2.../  DE000PC9RYQ9  /

EUWAX
2024-06-21  9:58:16 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.250EUR +4.17% -
Bid Size: -
-
Ask Size: -
- 480.00 DKK 2024-12-20 Call
 

Master data

WKN: PC9RYQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 480.00 DKK
Maturity: 2024-12-20
Issue date: 2024-05-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.93
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.55
Parity: -1.25
Time value: 0.26
Break-even: 66.95
Moneyness: 0.81
Premium: 0.29
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.30
Theta: -0.02
Omega: 6.07
Rho: 0.07
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month
  -39.02%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.230
1M High / 1M Low: 0.430 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.338
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -