BNP Paribas Call 170 Danske Bank A/S 21.06.2024
/ DE000PN760K5
BNP Paribas Call 170 Danske Bank .../ DE000PN760K5 /
| 14/06/2024 16:21:04 |
Chg.-0.050 |
Bid16:39:56 |
Ask16:39:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-11.11% |
-
Bid Size: - |
-
Ask Size: - |
- |
170.00 DKK |
21/06/2024 |
Call |
Master data
| WKN: |
PN760K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 DKK |
| Maturity: |
21/06/2024 |
| Issue date: |
07/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
1.57 |
| Historic volatility: |
0.27 |
| Parity: |
0.44 |
| Time value: |
0.05 |
| Break-even: |
27.69 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
2.29 |
| Spread abs.: |
0.08 |
| Spread %: |
19.51% |
| Delta: |
0.84 |
| Theta: |
-0.11 |
| Omega: |
4.63 |
| Rho: |
0.00 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.370 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
+8.11% |
| 3 Months |
|
|
-16.67% |
| YTD |
|
|
+53.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.400 |
| 1M High / 1M Low: |
0.560 |
0.370 |
| 6M High / 6M Low: |
0.560 |
0.230 |
| High (YTD): |
03/06/2024 |
0.560 |
| Low (YTD): |
03/01/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.403 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.96% |
| Volatility 6M: |
|
143.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
