BNP Paribas Call 180 Vestas Wind Systems AS 20.12.2024
/ DE000PC39Y48
BNP Paribas Call 180 Vestas Wind .../ DE000PC39Y48 /
| 2024-05-28 4:21:19 PM |
Chg.+0.050 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+10.64% |
0.520
Bid Size: 70,000 |
0.550
Ask Size: 70,000 |
- |
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: |
5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.38 |
| Parity: |
0.27 |
| Time value: |
0.24 |
| Break-even: |
29.23 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
3.73 |
| Rho: |
0.08 |
Quote data
| Open: |
0.520 |
| High: |
0.560 |
| Low: |
0.520 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.93% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+15.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.410 |
| 1M High / 1M Low: |
0.500 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
