BNP Paribas Call 180 Danske Bank A/S 20.09.2024
/ DE000PC1MEE5
BNP Paribas Call 180 Danske Bank .../ DE000PC1MEE5 /
| 2024-05-24 11:20:53 AM |
Chg.-0.020 |
Bid2024-05-24 |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-5.71% |
0.330
Bid Size: 41,000 |
0.370
Ask Size: 41,000 |
- |
180.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
PC1MEE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
0.26 |
| Time value: |
0.13 |
| Break-even: |
28.02 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
11.43% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
5.10 |
| Rho: |
0.05 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.330 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.94% |
| 1 Month |
|
|
-21.43% |
| 3 Months |
|
|
+22.22% |
| YTD |
|
|
+57.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.330 |
| 1M High / 1M Low: |
0.420 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-05 |
0.470 |
| Low (YTD): |
2024-01-03 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
