BNP Paribas Call 170 Vestas Wind .../  DE000PC1LZW4  /

Frankfurt Zert./BNP
7/8/2024  4:21:08 PM Chg.0.000 Bid4:54:34 PM Ask4:54:34 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% -
Bid Size: -
-
Ask Size: -
- 170.00 DKK 9/20/2024 Call
 

Master data

WKN: PC1LZW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 170.00 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: 13.61
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.39
Parity: -0.10
Time value: 0.16
Break-even: 24.39
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.75
Spread abs.: 0.02
Spread %: 14.29%
Delta: 0.48
Theta: -0.01
Omega: 6.50
Rho: 0.02
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -65.79%
3 Months
  -66.67%
YTD
  -83.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.370 0.110
6M High / 6M Low: 0.700 0.110
High (YTD): 1/2/2024 0.750
Low (YTD): 7/3/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   0.437
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.10%
Volatility 6M:   127.67%
Volatility 1Y:   -
Volatility 3Y:   -