BNP Paribas Call 190 Vestas Wind Systems AS 20.12.2024
/ DE000PC39Y55
BNP Paribas Call 190 Vestas Wind .../ DE000PC39Y55 /
| 2024-05-27 10:06:41 AM |
Chg.+0.060 |
Bid4:11:08 PM |
Ask4:11:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+18.18% |
0.400
Bid Size: 58,000 |
0.430
Ask Size: 58,000 |
- |
190.00 DKK |
2024-12-20 |
Call |
Master data
| WKN: |
PC39Y5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 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: |
7.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.38 |
| Parity: |
-0.02 |
| Time value: |
0.36 |
| Break-even: |
29.06 |
| Moneyness: |
0.99 |
| Premium: |
0.15 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
9.09% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
4.12 |
| Rho: |
0.06 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
+18.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.320 |
| 1M High / 1M Low: |
0.420 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.333 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
