BNP Paribas Call 170 Vestas Wind .../  DE000PC9RZN3  /

Frankfurt Zert./BNP
13/09/2024  16:21:05 Chg.+0.040 Bid16:47:47 Ask16:47:47 Underlying Strike price Expiration date Option type
0.240EUR +20.00% -
Bid Size: -
-
Ask Size: -
- 170.00 DKK 21/03/2025 Call
 

Master data

WKN: PC9RZN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 170.00 DKK
Maturity: 21/03/2025
Issue date: 14/05/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.96
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.39
Parity: -0.13
Time value: 0.27
Break-even: 25.48
Moneyness: 0.94
Premium: 0.19
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.53
Theta: -0.01
Omega: 4.19
Rho: 0.04
 

Quote data

Open: 0.200
High: 0.240
Low: 0.200
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month  
+20.00%
3 Months
  -50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.150
1M High / 1M Low: 0.240 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -