BNP Paribas Call 180 Vestas Wind Systems AS 20.12.2024
/ DE000PC39Y48
BNP Paribas Call 180 Vestas Wind .../ DE000PC39Y48 /
| 2024-05-24 10:07:43 AM |
Chg.- |
Bid9:07:04 AM |
Ask9:07:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
- |
0.430
Bid Size: 64,000 |
0.460
Ask Size: 64,000 |
- |
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: |
5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.38 |
| Parity: |
0.12 |
| Time value: |
0.31 |
| Break-even: |
28.42 |
| Moneyness: |
1.05 |
| Premium: |
0.12 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
3.80 |
| Rho: |
0.07 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.04% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
+2.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.400 |
| 1M High / 1M Low: |
0.510 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.405 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
