BNP Paribas Call 160 Danske Bank .../  DE000PC1MEC9  /

EUWAX
29/07/2024  09:14:57 Chg.+0.020 Bid16:55:01 Ask16:55:01 Underlying Strike price Expiration date Option type
0.690EUR +2.99% -
Bid Size: -
-
Ask Size: -
- 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:   -