BNP Paribas Call 170 Vestas Wind Systems AS 20.09.2024
/ DE000PC1LZW4
BNP Paribas Call 170 Vestas Wind .../ DE000PC1LZW4 /
| 6/24/2024 4:21:08 PM |
Chg.+0.030 |
Bid4:52:31 PM |
Ask4:52:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+11.54% |
-
Bid Size: - |
-
Ask Size: - |
- |
170.00 DKK |
9/20/2024 |
Call |
Master data
| WKN: |
PC1LZW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 DKK |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.39 |
| Parity: |
0.10 |
| Time value: |
0.19 |
| Break-even: |
25.69 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
5.14 |
| Rho: |
0.03 |
Quote data
| Open: |
0.250 |
| High: |
0.290 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
-29.27% |
| 3 Months |
|
|
-49.12% |
| YTD |
|
|
-63.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.260 |
| 1M High / 1M Low: |
0.520 |
0.260 |
| 6M High / 6M Low: |
0.790 |
0.260 |
| High (YTD): |
1/2/2024 |
0.750 |
| Low (YTD): |
6/21/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.476 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.18% |
| Volatility 6M: |
|
112.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
