BNP Paribas Call 180 Vestas Wind Systems AS 20.09.2024
/ DE000PC1LZX2
BNP Paribas Call 180 Vestas Wind .../ DE000PC1LZX2 /
| 27/05/2024 11:21:04 |
Chg.+0.070 |
Bid27/05/2024 |
Ask27/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+21.88% |
0.390
Bid Size: 46,000 |
0.410
Ask Size: 46,000 |
- |
180.00 DKK |
20/09/2024 |
Call |
Master data
| WKN: |
PC1LZX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 DKK |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.38 |
| Parity: |
0.12 |
| Time value: |
0.22 |
| Break-even: |
27.52 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
4.77 |
| Rho: |
0.04 |
Quote data
| Open: |
0.350 |
| High: |
0.390 |
| Low: |
0.350 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.71% |
| 1 Month |
|
|
+25.81% |
| 3 Months |
|
|
+18.18% |
| YTD |
|
|
-44.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.320 |
| 1M High / 1M Low: |
0.410 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2024 |
0.660 |
| Low (YTD): |
02/05/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.335 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
