BNP Paribas Call 160 Danske Bank A/S 20.09.2024
/ DE000PC1MEC9
BNP Paribas Call 160 Danske Bank .../ DE000PC1MEC9 /
| 29/07/2024 09:14:57 |
Chg.+0.020 |
Bid14:11:50 |
Ask14:11:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+2.99% |
0.690
Bid Size: 50,000 |
0.730
Ask Size: 50,000 |
- |
160.00 DKK |
20/09/2024 |
Call |
Master data
| WKN: |
PC1MEC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
3.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.27 |
| Parity: |
0.64 |
| Time value: |
0.07 |
| Break-even: |
28.54 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
5.97% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
3.39 |
| Rho: |
0.02 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.99% |
| 1 Month |
|
|
+2.99% |
| 3 Months |
|
|
+9.52% |
| YTD |
|
|
+86.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.670 |
| 1M High / 1M Low: |
0.710 |
0.530 |
| 6M High / 6M Low: |
0.710 |
0.400 |
| High (YTD): |
24/07/2024 |
0.710 |
| Low (YTD): |
02/01/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.628 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.592 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.60% |
| Volatility 6M: |
|
102.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
