BNP Paribas Call 175 Vestas Wind .../  DE000PN761D8  /

EUWAX
2024-06-14  10:15:35 AM Chg.+0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.120EUR +33.33% -
Bid Size: -
-
Ask Size: -
- 175.00 DKK 2024-06-21 Call
 

Master data

WKN: PN761D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 175.00 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: 13.94
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.16
Implied volatility: 0.54
Historic volatility: 0.38
Parity: 0.16
Time value: 0.02
Break-even: 25.26
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.46
Spread abs.: 0.08
Spread %: 80.00%
Delta: 0.85
Theta: -0.04
Omega: 11.80
Rho: 0.00
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -66.67%
3 Months
  -64.71%
YTD
  -82.61%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.090
1M High / 1M Low: 0.390 0.090
6M High / 6M Low: 0.690 0.090
High (YTD): 2024-01-02 0.670
Low (YTD): 2024-06-13 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.232
Avg. volume 1M:   0.000
Avg. price 6M:   0.350
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   325.75%
Volatility 6M:   209.39%
Volatility 1Y:   -
Volatility 3Y:   -