BNP Paribas Call 240 Vestas Wind Systems AS 20.09.2024
/ DE000PC1LZ20
BNP Paribas Call 240 Vestas Wind .../ DE000PC1LZ20 /
| 2024-06-25 3:21:09 PM |
Chg.-0.006 |
Bid4:00:58 PM |
Ask4:00:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
-50.00% |
0.006
Bid Size: 100,000 |
0.051
Ask Size: 100,000 |
- |
240.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LZ2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
-0.81 |
| Time value: |
0.05 |
| Break-even: |
32.68 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
2.59 |
| Spread abs.: |
0.04 |
| Spread %: |
410.00% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
8.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.008 |
| High: |
0.008 |
| Low: |
0.006 |
| Previous Close: |
0.012 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.14% |
| 1 Month |
|
|
-85.00% |
| 3 Months |
|
|
-94.55% |
| YTD |
|
|
-98.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.014 |
0.009 |
| 1M High / 1M Low: |
0.072 |
0.009 |
| 6M High / 6M Low: |
0.300 |
0.009 |
| High (YTD): |
2024-01-02 |
0.280 |
| Low (YTD): |
2024-06-21 |
0.009 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.097 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.75% |
| Volatility 6M: |
|
220.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
