BNP Paribas Call 160 Vestas Wind Systems AS 21.06.2024
/ DE000PN7BWU0
BNP Paribas Call 160 Vestas Wind .../ DE000PN7BWU0 /
| 23/05/2024 10:26:28 |
Chg.+0.010 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+2.44% |
-
Bid Size: - |
-
Ask Size: - |
- |
160.00 DKK |
21/06/2024 |
Call |
Master data
| WKN: |
PN7BWU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 DKK |
| Maturity: |
21/06/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.38 |
| Parity: |
0.44 |
| Time value: |
0.03 |
| Break-even: |
26.14 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
9.30% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
4.90 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.64% |
| 1 Month |
|
|
+13.51% |
| 3 Months |
|
|
+10.53% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.400 |
| 1M High / 1M Low: |
0.550 |
0.280 |
| 6M High / 6M Low: |
0.840 |
0.280 |
| High (YTD): |
02/01/2024 |
0.820 |
| Low (YTD): |
03/05/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.463 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.517 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.07% |
| Volatility 6M: |
|
131.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
