BNP Paribas Call 160 Danske Bank A/S 20.09.2024
/ DE000PC1MEC9
BNP Paribas Call 160 Danske Bank .../ DE000PC1MEC9 /
| 5/16/2024 9:22:24 AM |
Chg.+0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+4.17% |
-
Bid Size: - |
-
Ask Size: - |
- |
160.00 DKK |
9/20/2024 |
Call |
Master data
| WKN: |
PC1MEC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 DKK |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
0.46 |
| Time value: |
0.05 |
| Break-even: |
26.54 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
8.51% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
4.55 |
| Rho: |
0.06 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.96% |
| 1 Month |
|
|
-18.03% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+35.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.480 |
| 1M High / 1M Low: |
0.660 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
4/4/2024 |
0.710 |
| Low (YTD): |
1/2/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
