BNP Paribas Call 160 Vestas Wind Systems AS 20.09.2024
/ DE000PC1LZV6
BNP Paribas Call 160 Vestas Wind .../ DE000PC1LZV6 /
| 27/05/2024 10:21:19 |
Chg.+0.080 |
Bid10:25:28 |
Ask10:25:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+16.00% |
0.590
Bid Size: 76,000 |
0.630
Ask Size: 76,000 |
- |
160.00 DKK |
20/09/2024 |
Call |
Master data
| WKN: |
PC1LZV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 DKK |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
0.39 |
| Time value: |
0.14 |
| Break-even: |
26.74 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
8.16% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
3.68 |
| Rho: |
0.05 |
Quote data
| Open: |
0.540 |
| High: |
0.580 |
| Low: |
0.540 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.54% |
| 1 Month |
|
|
+20.83% |
| 3 Months |
|
|
+18.37% |
| YTD |
|
|
-34.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.500 |
| 1M High / 1M Low: |
0.610 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2024 |
0.850 |
| Low (YTD): |
02/05/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.517 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
