BNP Paribas Call 150 Vestas Wind Systems AS 21.06.2024
/ DE000PN761G1
BNP Paribas Call 150 Vestas Wind .../ DE000PN761G1 /
| 2024-05-27 10:06:28 AM |
Chg.+0.100 |
Bid2:40:32 PM |
Ask2:40:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+18.87% |
0.630
Bid Size: 100,000 |
0.670
Ask Size: 100,000 |
- |
150.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
PN761G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.38 |
| Parity: |
0.52 |
| Time value: |
0.06 |
| Break-even: |
25.90 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
7.41% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
3.72 |
| Rho: |
0.01 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.61% |
| 1 Month |
|
|
+36.96% |
| 3 Months |
|
|
+31.25% |
| YTD |
|
|
-33.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.530 |
| 1M High / 1M Low: |
0.680 |
0.400 |
| 6M High / 6M Low: |
0.950 |
0.390 |
| High (YTD): |
2024-01-02 |
0.920 |
| Low (YTD): |
2024-04-19 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.537 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.538 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.623 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.93% |
| Volatility 6M: |
|
113.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
