BNP Paribas Call 160 Vestas Wind .../  DE000PC5CU30  /

Frankfurt Zert./BNP
8/9/2024  4:21:06 PM Chg.0.000 Bid4:52:02 PM Ask4:52:02 PM Underlying Strike price Expiration date Option type
0.290EUR 0.00% -
Bid Size: -
-
Ask Size: -
- 160.00 DKK 12/20/2024 Call
 

Master data

WKN: PC5CU3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 160.00 DKK
Maturity: 12/20/2024
Issue date: 2/20/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.91
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.07
Implied volatility: 0.52
Historic volatility: 0.40
Parity: 0.07
Time value: 0.25
Break-even: 24.64
Moneyness: 1.03
Premium: 0.11
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.62
Theta: -0.01
Omega: 4.27
Rho: 0.04
 

Quote data

Open: 0.290
High: 0.310
Low: 0.290
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.210
1M High / 1M Low: 0.350 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.267
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   213.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -