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

EUWAX
25/07/2024  10:00:00 Chg.-0.010 Bid16:55:00 Ask16:55:00 Underlying Strike price Expiration date Option type
0.240EUR -4.00% -
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: 7.34
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.39
Parity: -0.15
Time value: 0.29
Break-even: 25.68
Moneyness: 0.93
Premium: 0.21
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 11.54%
Delta: 0.53
Theta: -0.01
Omega: 3.91
Rho: 0.06
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.32%
1 Month
  -44.19%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.190
1M High / 1M Low: 0.430 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -