BNP Paribas Call 170 Vestas Wind Systems AS 21.06.2024
/ DE000PN7BWV8
BNP Paribas Call 170 Vestas Wind .../ DE000PN7BWV8 /
| 2024-05-24 10:07:53 AM |
Chg.-0.020 |
Bid4:29:26 PM |
Ask4:29:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-6.67% |
0.290
Bid Size: 42,000 |
0.330
Ask Size: 42,000 |
- |
170.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
PN7BWV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
0.31 |
| Time value: |
0.04 |
| Break-even: |
26.28 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.04 |
| Spread %: |
12.90% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
6.11 |
| Rho: |
0.01 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.32% |
| 1 Month |
|
|
-3.45% |
| 3 Months |
|
|
-3.45% |
| YTD |
|
|
-61.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.280 |
| 1M High / 1M Low: |
0.420 |
0.190 |
| 6M High / 6M Low: |
0.730 |
0.190 |
| High (YTD): |
2024-01-02 |
0.720 |
| Low (YTD): |
2024-05-03 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.421 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.69% |
| Volatility 6M: |
|
156.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
