BNP Paribas Call 170 Danske Bank A/S 21.06.2024
/ DE000PN760K5
BNP Paribas Call 170 Danske Bank .../ DE000PN760K5 /
| 2024-05-24 10:07:34 AM |
Chg.-0.020 |
Bid10:22:03 AM |
Ask10:22:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-4.65% |
0.410
Bid Size: 50,000 |
0.450
Ask Size: 50,000 |
- |
170.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
PN760K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 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: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.28 |
| Parity: |
0.40 |
| Time value: |
0.07 |
| Break-even: |
27.48 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.04 |
| Spread %: |
9.30% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
4.60 |
| Rho: |
0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.50% |
| 1 Month |
|
|
-19.61% |
| 3 Months |
|
|
+28.13% |
| YTD |
|
|
+57.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.400 |
| 1M High / 1M Low: |
0.510 |
0.320 |
| 6M High / 6M Low: |
0.580 |
0.220 |
| High (YTD): |
2024-04-04 |
0.580 |
| Low (YTD): |
2024-01-17 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.415 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.375 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.04% |
| Volatility 6M: |
|
127.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
