BNP Paribas Call 155 Vestas Wind Systems AS 21.06.2024
/ DE000PN761F3
BNP Paribas Call 155 Vestas Wind .../ DE000PN761F3 /
| 2024-06-04 4:21:11 PM |
Chg.-0.030 |
Bid4:54:19 PM |
Ask4:54:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-5.88% |
-
Bid Size: - |
-
Ask Size: - |
- |
155.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
PN761F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 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: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.38 |
| Parity: |
0.49 |
| Time value: |
0.07 |
| Break-even: |
26.38 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.08 |
| Spread %: |
16.67% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
3.81 |
| Rho: |
0.01 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.470 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.73% |
| 1 Month |
|
|
+26.32% |
| 3 Months |
|
|
-22.58% |
| YTD |
|
|
-45.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.480 |
| 1M High / 1M Low: |
0.630 |
0.390 |
| 6M High / 6M Low: |
0.880 |
0.340 |
| High (YTD): |
2024-01-02 |
0.840 |
| Low (YTD): |
2024-05-02 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.566 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.96% |
| Volatility 6M: |
|
122.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
