BNP Paribas Call 160 Danske Bank A/S 20.09.2024
/ DE000PC1MEC9
BNP Paribas Call 160 Danske Bank .../ DE000PC1MEC9 /
| 2024-06-21 9:08:22 AM |
Chg.0.000 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
- |
160.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
PC1MEC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
0.62 |
| Time value: |
0.05 |
| Break-even: |
28.15 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
6.35% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.76 |
| Rho: |
0.05 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.17% |
| 1 Month |
|
|
+14.04% |
| 3 Months |
|
|
+4.84% |
| YTD |
|
|
+75.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.620 |
| 1M High / 1M Low: |
0.700 |
0.570 |
| 6M High / 6M Low: |
0.710 |
0.340 |
| High (YTD): |
2024-04-04 |
0.710 |
| Low (YTD): |
2024-01-02 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.552 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.82% |
| Volatility 6M: |
|
93.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
