BNP Paribas Call 155 Vestas Wind Systems AS 21.06.2024
/ DE000PN761F3
BNP Paribas Call 155 Vestas Wind .../ DE000PN761F3 /
| 19/06/2024 12:55:05 |
Chg.+0.040 |
Bid16:55:01 |
Ask16:55:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+16.67% |
-
Bid Size: - |
-
Ask Size: - |
- |
155.00 DKK |
21/06/2024 |
Call |
Master data
| WKN: |
PN761F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 DKK |
| Maturity: |
21/06/2024 |
| Issue date: |
07/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
2.37 |
| Historic volatility: |
0.39 |
| Parity: |
0.26 |
| Time value: |
0.06 |
| Break-even: |
23.98 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
84.84 |
| Spread abs.: |
0.08 |
| Spread %: |
33.33% |
| Delta: |
0.78 |
| Theta: |
-0.31 |
| Omega: |
5.69 |
| Rho: |
0.00 |
Quote data
| Open: |
0.270 |
| High: |
0.280 |
| Low: |
0.270 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-51.72% |
| YTD |
|
|
-68.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.240 |
| 1M High / 1M Low: |
0.650 |
0.240 |
| 6M High / 6M Low: |
0.900 |
0.240 |
| High (YTD): |
02/01/2024 |
0.880 |
| Low (YTD): |
18/06/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.550 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.48% |
| Volatility 6M: |
|
136.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
