BNP Paribas Call 185 Vestas Wind Systems AS 21.06.2024
/ DE000PN761C0
BNP Paribas Call 185 Vestas Wind .../ DE000PN761C0 /
| 2024-05-24 10:07:34 AM |
Chg.- |
Bid9:00:51 AM |
Ask9:00:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
- |
0.140
Bid Size: 19,000 |
-
Ask Size: - |
- |
185.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
PN761C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.38 |
| Parity: |
0.05 |
| Time value: |
0.11 |
| Break-even: |
26.39 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.02 |
| Spread %: |
14.29% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
9.45 |
| Rho: |
0.01 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.00% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
-27.78% |
| YTD |
|
|
-78.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.130 |
| 1M High / 1M Low: |
0.240 |
0.075 |
| 6M High / 6M Low: |
0.600 |
0.075 |
| High (YTD): |
2024-01-02 |
0.570 |
| Low (YTD): |
2024-05-03 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.135 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.33% |
| Volatility 6M: |
|
209.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
