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BNP Paribas Call 150 Vestas Wind .../  DE000PC70731  /

EUWAX
8/5/2024  9:19:00 AM Chg.-0.070 Bid10:04:28 AM Ask10:04:28 AM Underlying Strike price Expiration date Option type
0.320EUR -17.95% 0.320
Bid Size: 71,000		 0.410
Ask Size: 71,000		 - 150.00 DKK 12/20/2024 Call
 

Master data

WKN: PC7073
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 150.00 DKK
Maturity: 12/20/2024
Issue date: 4/9/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.43
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.21
Implied volatility: 0.53
Historic volatility: 0.39
Parity: 0.21
Time value: 0.20
Break-even: 24.20
Moneyness: 1.11
Premium: 0.09
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 7.89%
Delta: 0.70
Theta: -0.01
Omega: 3.78
Rho: 0.04
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.51%
1 Month
  -15.79%
3 Months
  -41.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.370
1M High / 1M Low: 0.430 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.396
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -