OverviewChartNewsTraderScreen

BNP Paribas Call 160 Vestas Wind .../  DE000PC9RZP8  /

EUWAX
8/5/2024  9:09:06 AM Chg.-0.070 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.310EUR -18.42% -
Bid Size: -		 -
Ask Size: -		 - 160.00 DKK 3/21/2025 Call
 

Master data

WKN: PC9RZP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 160.00 DKK
Maturity: 3/21/2025
Issue date: 5/14/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.56
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.08
Implied volatility: 0.49
Historic volatility: 0.39
Parity: 0.08
Time value: 0.32
Break-even: 25.44
Moneyness: 1.04
Premium: 0.14
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 8.11%
Delta: 0.64
Theta: -0.01
Omega: 3.54
Rho: 0.06
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.22%
1 Month
  -13.89%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.310
1M High / 1M Low: 0.410 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.334
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -