BNP Paribas Call 180 Vestas Wind Systems AS 20.12.2024
/ DE000PC39Y48
BNP Paribas Call 180 Vestas Wind .../ DE000PC39Y48 /
| 2024-06-07 11:21:33 AM |
Chg.0.000 |
Bid11:40:31 AM |
Ask11:40:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
0.00% |
0.410
Bid Size: 62,000 |
0.440
Ask Size: 62,000 |
- |
180.00 DKK |
2024-12-20 |
Call |
Master data
| WKN: |
PC39Y4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.38 |
| Parity: |
0.14 |
| Time value: |
0.30 |
| Break-even: |
28.53 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
3.78 |
| Rho: |
0.07 |
Quote data
| Open: |
0.400 |
| High: |
0.410 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
+5.13% |
| 3 Months |
|
|
-24.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.410 |
| 1M High / 1M Low: |
0.520 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.425 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.442 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
