BNP Paribas Call 130 VWSB 21.06.2.../  DE000PN8XNN6  /

EUWAX
2024-05-08  10:18:22 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.800EUR - -
Bid Size: -
-
Ask Size: -
VESTAS WIND SYS. DK ... 130.00 - 2024-06-21 Call
 

Master data

WKN: PN8XNN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VESTAS WIND SYS. DK -,20
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-06-21
Issue date: 2023-09-27
Last trading day: 2024-05-13
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.02
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 9.00
Historic volatility: 0.38
Parity: -10.40
Time value: 0.86
Break-even: 138.60
Moneyness: 0.20
Premium: 4.33
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 4.88%
Delta: 0.51
Theta: -0.63
Omega: 1.55
Rho: 0.00
 

Quote data

Open: 0.810
High: 0.810
Low: 0.800
Previous Close: 0.750
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+15.94%
3 Months
  -10.11%
YTD
  -31.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.800 0.690
6M High / 6M Low: 1.170 0.620
High (YTD): 2024-01-02 1.150
Low (YTD): 2024-04-19 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.747
Avg. volume 1M:   0.000
Avg. price 6M:   0.859
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   22.69%
Volatility 6M:   84.85%
Volatility 1Y:   -
Volatility 3Y:   -