BNP Paribas Call 170 Vestas Wind Systems AS 20.09.2024
/ DE000PC1LZW4
BNP Paribas Call 170 Vestas Wind .../ DE000PC1LZW4 /
| 2024-07-25 9:20:59 AM |
Chg.0.000 |
Bid10:16:56 AM |
Ask10:16:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
0.00% |
0.078
Bid Size: 35,000 |
0.098
Ask Size: 35,000 |
- |
170.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LZW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 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: |
19.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.39 |
| Parity: |
-0.15 |
| Time value: |
0.11 |
| Break-even: |
23.88 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.02 |
| Spread %: |
22.22% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
7.98 |
| Rho: |
0.01 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.15% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
-76.47% |
| YTD |
|
|
-89.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.061 |
| 1M High / 1M Low: |
0.240 |
0.055 |
| 6M High / 6M Low: |
0.600 |
0.055 |
| High (YTD): |
2024-01-02 |
0.750 |
| Low (YTD): |
2024-07-17 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.383 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.13% |
| Volatility 6M: |
|
155.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
