BNP Paribas Call 180 Danske Bank A/S 21.06.2024
/ DE000PN7BWB0
BNP Paribas Call 180 Danske Bank .../ DE000PN7BWB0 /
| 2024-05-03 4:21:04 PM |
Chg.-0.140 |
Bid4:54:38 PM |
Ask4:54:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-40.00% |
-
Bid Size: - |
-
Ask Size: - |
- |
180.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
PN7BWB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.28 |
| Parity: |
0.16 |
| Time value: |
0.10 |
| Break-even: |
26.73 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.04 |
| Spread %: |
18.18% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
6.95 |
| Rho: |
0.02 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.190 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-52.27% |
| 3 Months |
|
|
-36.36% |
| YTD |
|
|
+16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.210 |
| 1M High / 1M Low: |
0.440 |
0.210 |
| 6M High / 6M Low: |
0.440 |
0.120 |
| High (YTD): |
2024-04-04 |
0.440 |
| Low (YTD): |
2024-02-01 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.313 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.261 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.53% |
| Volatility 6M: |
|
165.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
