BNP Paribas Call 170 Vestas Wind Systems AS 20.12.2024
/ DE000PC39Y30
BNP Paribas Call 170 Vestas Wind .../ DE000PC39Y30 /
| 2024-05-27 3:21:04 PM |
Chg.+0.070 |
Bid3:46:04 PM |
Ask3:46:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+14.29% |
0.560
Bid Size: 80,000 |
0.590
Ask Size: 80,000 |
- |
170.00 DKK |
2024-12-20 |
Call |
Master data
| WKN: |
PC39Y3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 DKK |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.38 |
| Parity: |
0.25 |
| Time value: |
0.27 |
| Break-even: |
27.98 |
| Moneyness: |
1.11 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
3.41 |
| Rho: |
0.07 |
Quote data
| Open: |
0.530 |
| High: |
0.570 |
| Low: |
0.530 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.80% |
| 1 Month |
|
|
+19.15% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.490 |
| 1M High / 1M Low: |
0.590 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.507 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
