BNP Paribas Call 160 Vestas Wind .../  DE000PN7BWU0  /

EUWAX
6/20/2024  10:12:13 AM Chg.- Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.230EUR - -
Bid Size: -
-
Ask Size: -
- 160.00 DKK 6/21/2024 Call
 

Master data

WKN: PN7BWU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 160.00 DKK
Maturity: 6/21/2024
Issue date: 8/16/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.53
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.24
Implied volatility: 2.58
Historic volatility: 0.39
Parity: 0.24
Time value: 0.04
Break-even: 24.25
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.00
Spread abs.: 0.08
Spread %: 40.00%
Delta: 0.81
Theta: -0.44
Omega: 6.88
Rho: 0.00
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.81%
1 Month
  -42.50%
3 Months
  -54.90%
YTD
  -72.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.170
1M High / 1M Low: 0.580 0.170
6M High / 6M Low: 0.840 0.170
High (YTD): 1/2/2024 0.820
Low (YTD): 6/18/2024 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.372
Avg. volume 1M:   0.000
Avg. price 6M:   0.488
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   238.07%
Volatility 6M:   155.29%
Volatility 1Y:   -
Volatility 3Y:   -