BNP Paribas Call 160 Vestas Wind Systems AS 20.09.2024
/ DE000PC1LZV6
BNP Paribas Call 160 Vestas Wind .../ DE000PC1LZV6 /
| 2024-05-08 4:21:22 PM |
Chg.+0.010 |
Bid4:46:04 PM |
Ask4:46:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+2.08% |
-
Bid Size: - |
-
Ask Size: - |
- |
160.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LZV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.38 |
| Parity: |
0.41 |
| Time value: |
0.15 |
| Break-even: |
27.05 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
7.69% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
3.56 |
| Rho: |
0.05 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.470 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.36% |
| 1 Month |
|
|
+6.52% |
| 3 Months |
|
|
-14.04% |
| YTD |
|
|
-44.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.440 |
| 1M High / 1M Low: |
0.520 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.850 |
| Low (YTD): |
2024-05-02 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.451 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
