BNP Paribas Call 165 Vestas Wind Systems AS 21.06.2024
/ DE000PN761E6
BNP Paribas Call 165 Vestas Wind .../ DE000PN761E6 /
| 2024-06-04 4:21:25 PM |
Chg.-0.030 |
Bid4:53:28 PM |
Ask4:53:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-7.89% |
-
Bid Size: - |
-
Ask Size: - |
- |
165.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
PN761E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.38 |
| Parity: |
0.36 |
| Time value: |
0.07 |
| Break-even: |
26.42 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.08 |
| Spread %: |
22.86% |
| Delta: |
0.79 |
| Theta: |
-0.05 |
| Omega: |
4.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.340 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+34.62% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
-54.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.350 |
| 1M High / 1M Low: |
0.500 |
0.280 |
| 6M High / 6M Low: |
0.770 |
0.240 |
| High (YTD): |
2024-01-02 |
0.730 |
| Low (YTD): |
2024-05-02 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.391 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.462 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.55% |
| Volatility 6M: |
|
140.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
