BNP Paribas Call 210 Vestas Wind Systems AS 20.12.2024
/ DE000PC39Y71
BNP Paribas Call 210 Vestas Wind .../ DE000PC39Y71 /
09/08/2024 16:21:06 |
Chg.0.000 |
Bid16:48:44 |
Ask16:48:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.049EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
- |
210.00 DKK |
20/12/2024 |
Call |
Master data
WKN: |
PC39Y7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
210.00 DKK |
Maturity: |
20/12/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
27.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.40 |
Parity: |
-0.60 |
Time value: |
0.08 |
Break-even: |
28.94 |
Moneyness: |
0.79 |
Premium: |
0.31 |
Premium p.a.: |
1.09 |
Spread abs.: |
0.03 |
Spread %: |
60.00% |
Delta: |
0.25 |
Theta: |
-0.01 |
Omega: |
6.88 |
Rho: |
0.02 |
Quote data
Open: |
0.049 |
High: |
0.056 |
Low: |
0.049 |
Previous Close: |
0.049 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.55% |
1 Month |
|
|
-10.91% |
3 Months |
|
|
-77.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.057 |
0.016 |
1M High / 1M Low: |
0.070 |
0.016 |
6M High / 6M Low: |
0.340 |
0.016 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.043 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.189 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
646.23% |
Volatility 6M: |
|
300.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |