BNP Paribas Call 180 Vestas Wind .../  DE000PC39Y48  /

EUWAX
10/07/2024  15:58:30 Chg.-0.010 Bid16:55:01 Ask16:55:01 Underlying Strike price Expiration date Option type
0.160EUR -5.88% -
Bid Size: -
-
Ask Size: -
- 180.00 DKK 20/12/2024 Call
 

Master data

WKN: PC39Y4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 180.00 DKK
Maturity: 20/12/2024
Issue date: 31/01/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.18
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.39
Parity: -0.22
Time value: 0.18
Break-even: 25.93
Moneyness: 0.91
Premium: 0.18
Premium p.a.: 0.46
Spread abs.: 0.03
Spread %: 20.00%
Delta: 0.45
Theta: -0.01
Omega: 5.45
Rho: 0.04
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month
  -52.94%
3 Months
  -60.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.130
1M High / 1M Low: 0.360 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -