BNP Paribas Call 200 Vestas Wind Systems AS 20.09.2024
/ DE000PC1LZZ7
BNP Paribas Call 200 Vestas Wind .../ DE000PC1LZZ7 /
| 09/07/2024 09:21:18 |
Chg.-0.005 |
Bid10:25:29 |
Ask10:25:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
-20.83% |
0.022
Bid Size: 91,000 |
0.051
Ask Size: 91,000 |
- |
200.00 DKK |
20/09/2024 |
Call |
Master data
| WKN: |
PC1LZZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
43.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.39 |
| Parity: |
-0.48 |
| Time value: |
0.05 |
| Break-even: |
27.32 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
1.94 |
| Spread abs.: |
0.03 |
| Spread %: |
131.82% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
9.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.019 |
| High: |
0.019 |
| Low: |
0.019 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
-87.33% |
| 3 Months |
|
|
-90.95% |
| YTD |
|
|
-96.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.027 |
0.021 |
| 1M High / 1M Low: |
0.140 |
0.021 |
| 6M High / 6M Low: |
0.460 |
0.021 |
| High (YTD): |
02/01/2024 |
0.510 |
| Low (YTD): |
03/07/2024 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.221 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.49% |
| Volatility 6M: |
|
185.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
