BNP Paribas Call 230 Vestas Wind Systems AS 20.12.2024
/ DE000PC39Y97
BNP Paribas Call 230 Vestas Wind .../ DE000PC39Y97 /
2024-05-27 10:06:41 AM |
Chg.- |
Bid9:27:43 AM |
Ask9:27:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
- |
0.200 Bid Size: 55,000 |
0.230 Ask Size: 55,000 |
- |
230.00 DKK |
2024-12-20 |
Call |
Master data
WKN: |
PC39Y9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 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: |
15.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.38 |
Parity: |
-0.55 |
Time value: |
0.16 |
Break-even: |
32.43 |
Moneyness: |
0.82 |
Premium: |
0.28 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.03 |
Spread %: |
23.08% |
Delta: |
0.35 |
Theta: |
-0.01 |
Omega: |
5.50 |
Rho: |
0.04 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+30.77% |
1 Month |
|
|
+41.67% |
3 Months |
|
|
0.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.130 |
1M High / 1M Low: |
0.180 |
0.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.138 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |