BNP Paribas Call 150 Vestas Wind .../  DE000PG3T4L4  /

Frankfurt Zert./BNP
13/09/2024  16:21:04 Chg.+0.040 Bid16:45:30 Ask16:45:30 Underlying Strike price Expiration date Option type
0.120EUR +50.00% -
Bid Size: -
-
Ask Size: -
- 150.00 DKK 20/09/2024 Call
 

Master data

WKN: PG3T4L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 150.00 DKK
Maturity: 20/09/2024
Issue date: 09/07/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.76
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.14
Implied volatility: 1.32
Historic volatility: 0.39
Parity: 0.14
Time value: 0.08
Break-even: 22.30
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 8.81
Spread abs.: 0.10
Spread %: 83.33%
Delta: 0.68
Theta: -0.11
Omega: 6.69
Rho: 0.00
 

Quote data

Open: 0.067
High: 0.120
Low: 0.067
Previous Close: 0.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+400.00%
1 Month
  -20.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.023
1M High / 1M Low: 0.190 0.023
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   798.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -