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

Frankfurt Zert./BNP
8/9/2024  4:21:08 PM Chg.0.000 Bid4:53:47 PM Ask4:53:47 PM Underlying Strike price Expiration date Option type
0.290EUR 0.00% -
Bid Size: -
-
Ask Size: -
- 170.00 DKK 3/21/2025 Call
 

Master data

WKN: PC9RZN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 170.00 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: 7.15
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.39
Parity: -0.06
Time value: 0.31
Break-even: 25.88
Moneyness: 0.97
Premium: 0.17
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.57
Theta: -0.01
Omega: 4.04
Rho: 0.06
 

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     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.210
1M High / 1M Low: 0.340 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -