BNP Paribas Call 200 Danske Bank A/S 20.09.2024
/ DE000PC1MEF2
BNP Paribas Call 200 Danske Bank .../ DE000PC1MEF2 /
| 2024-05-02 10:15:29 AM |
Chg.-0.010 |
Bid12:04:10 PM |
Ask12:04:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-4.55% |
0.210
Bid Size: 29,000 |
0.230
Ask Size: 29,000 |
- |
200.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
PC1MEF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
0.02 |
| Time value: |
0.21 |
| Break-even: |
29.11 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
9.52% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
6.87 |
| Rho: |
0.05 |
Quote data
| Open: |
0.200 |
| High: |
0.210 |
| Low: |
0.200 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
+90.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.220 |
| 1M High / 1M Low: |
0.300 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-04 |
0.300 |
| Low (YTD): |
2024-02-01 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.225 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.245 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
