BNP Paribas Call 180 Danske Bank .../  DE000PC1MEE5  /

Frankfurt Zert./BNP
7/24/2024  4:21:06 PM Chg.0.000 Bid4:41:59 PM Ask4:41:59 PM Underlying Strike price Expiration date Option type
0.450EUR 0.00% -
Bid Size: -
-
Ask Size: -
- 180.00 DKK 9/20/2024 Call
 

Master data

WKN: PC1MEE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 180.00 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: 5.75
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.46
Implied volatility: 0.39
Historic volatility: 0.27
Parity: 0.46
Time value: 0.04
Break-even: 29.12
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 8.70%
Delta: 0.89
Theta: -0.01
Omega: 5.14
Rho: 0.03
 

Quote data

Open: 0.450
High: 0.470
Low: 0.450
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+12.50%
3 Months  
+12.50%
YTD  
+114.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.300
1M High / 1M Low: 0.490 0.300
6M High / 6M Low: 0.490 0.230
High (YTD): 7/19/2024 0.490
Low (YTD): 1/3/2024 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.377
Avg. volume 1M:   0.000
Avg. price 6M:   0.363
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.05%
Volatility 6M:   171.74%
Volatility 1Y:   -
Volatility 3Y:   -