BNP Paribas Call 190 Vestas Wind .../  DE000PC1LZY0  /

EUWAX
10/07/2024  09:20:56 Chg.-0.002 Bid14:18:35 Ask14:18:35 Underlying Strike price Expiration date Option type
0.037EUR -5.13% 0.037
Bid Size: 58,000
0.057
Ask Size: 58,000
- 190.00 DKK 20/09/2024 Call
 

Master data

WKN: PC1LZY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 190.00 DKK
Maturity: 20/09/2024
Issue date: 11/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.87
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.39
Parity: -0.35
Time value: 0.06
Break-even: 26.02
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 1.38
Spread abs.: 0.02
Spread %: 57.14%
Delta: 0.25
Theta: -0.01
Omega: 9.92
Rho: 0.01
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.039
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.12%
1 Month
  -80.53%
3 Months
  -85.77%
YTD
  -94.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.033
1M High / 1M Low: 0.190 0.033
6M High / 6M Low: 0.530 0.033
High (YTD): 02/01/2024 0.610
Low (YTD): 03/07/2024 0.033
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.278
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.04%
Volatility 6M:   180.09%
Volatility 1Y:   -
Volatility 3Y:   -