BNP Paribas Call 145 Vestas Wind Systems AS 21.06.2024
/ DE000PN761H9
BNP Paribas Call 145 Vestas Wind .../ DE000PN761H9 /
| 2024-06-04 4:21:25 PM |
Chg.-0.030 |
Bid4:53:07 PM |
Ask4:53:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-4.69% |
-
Bid Size: - |
-
Ask Size: - |
- |
145.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
PN761H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 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: |
3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
1.43 |
| Historic volatility: |
0.38 |
| Parity: |
0.62 |
| Time value: |
0.07 |
| Break-even: |
26.34 |
| Moneyness: |
1.32 |
| Premium: |
0.03 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.08 |
| Spread %: |
13.11% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
3.20 |
| Rho: |
0.01 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.600 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.29% |
| 1 Month |
|
|
+22.00% |
| 3 Months |
|
|
-16.44% |
| YTD |
|
|
-37.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.610 |
| 1M High / 1M Low: |
0.760 |
0.520 |
| 6M High / 6M Low: |
0.980 |
0.460 |
| High (YTD): |
2024-01-02 |
0.930 |
| Low (YTD): |
2024-05-02 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.648 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.679 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.19% |
| Volatility 6M: |
|
104.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
