BNP Paribas Call 160 Vestas Wind Systems AS 20.12.2024
/ DE000PC5CU30
BNP Paribas Call 160 Vestas Wind .../ DE000PC5CU30 /
| 28/05/2024 11:36:46 |
Chg.+0.070 |
Bid14:59:50 |
Ask14:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+10.94% |
0.690
Bid Size: 100,000 |
0.750
Ask Size: 100,000 |
- |
160.00 DKK |
20/12/2024 |
Call |
Master data
| WKN: |
PC5CU3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 DKK |
| Maturity: |
20/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.38 |
| Parity: |
0.54 |
| Time value: |
0.17 |
| Break-even: |
28.54 |
| Moneyness: |
1.25 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
9.23% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
3.03 |
| Rho: |
0.08 |
Quote data
| Open: |
0.710 |
| High: |
0.730 |
| Low: |
0.710 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.56% |
| 1 Month |
|
|
+36.54% |
| 3 Months |
|
|
+20.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.570 |
| 1M High / 1M Low: |
0.680 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
