BNP Paribas Call 160 Vestas Wind .../  DE000PC1LZV6  /

EUWAX
7/17/2024  9:15:40 AM Chg.-0.020 Bid4:55:01 PM Ask4:55:01 PM Underlying Strike price Expiration date Option type
0.110EUR -15.38% -
Bid Size: -
-
Ask Size: -
- 160.00 DKK 9/20/2024 Call
 

Master data

WKN: PC1LZV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 160.00 DKK
Maturity: 9/20/2024
Issue date: 12/11/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.93
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.39
Parity: -0.06
Time value: 0.14
Break-even: 22.85
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.65
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.50
Theta: -0.01
Omega: 7.41
Rho: 0.02
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.89%
1 Month
  -72.50%
3 Months
  -74.42%
YTD
  -87.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.130
1M High / 1M Low: 0.400 0.130
6M High / 6M Low: 0.730 0.130
High (YTD): 1/2/2024 0.880
Low (YTD): 7/16/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.258
Avg. volume 1M:   0.000
Avg. price 6M:   0.494
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.80%
Volatility 6M:   131.39%
Volatility 1Y:   -
Volatility 3Y:   -