BNP Paribas Call 210 Vestas Wind Systems AS 21.06.2024
/ DE000PN7BWZ9
BNP Paribas Call 210 Vestas Wind .../ DE000PN7BWZ9 /
| 2024-05-24 9:21:15 AM |
Chg.-0.005 |
Bid2024-05-24 |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
-31.25% |
0.010
Bid Size: 35,000 |
0.051
Ask Size: 35,000 |
- |
210.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
PN7BWZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 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: |
50.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.38 |
| Parity: |
-0.23 |
| Time value: |
0.05 |
| Break-even: |
28.65 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
2.67 |
| Spread abs.: |
0.03 |
| Spread %: |
200.00% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
13.90 |
| Rho: |
0.01 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.011 |
| Previous Close: |
0.016 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.67% |
| 1 Month |
|
|
-71.05% |
| 3 Months |
|
|
-81.97% |
| YTD |
|
|
-97.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.018 |
0.015 |
| 1M High / 1M Low: |
0.052 |
0.008 |
| 6M High / 6M Low: |
0.380 |
0.008 |
| High (YTD): |
2024-01-02 |
0.350 |
| Low (YTD): |
2024-05-02 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.143 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
517.68% |
| Volatility 6M: |
|
286.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
