BNP Paribas Call 190 Vestas Wind .../  DE000PC39Y55  /

EUWAX
7/10/2024  3:58:30 PM Chg.-0.010 Bid4:55:01 PM Ask4:55:01 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% -
Bid Size: -
-
Ask Size: -
- 190.00 DKK 12/20/2024 Call
 

Master data

WKN: PC39Y5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 190.00 DKK
Maturity: 12/20/2024
Issue date: 1/31/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.66
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.39
Parity: -0.35
Time value: 0.14
Break-even: 26.87
Moneyness: 0.86
Premium: 0.23
Premium p.a.: 0.58
Spread abs.: 0.03
Spread %: 27.27%
Delta: 0.37
Theta: -0.01
Omega: 5.86
Rho: 0.03
 

Quote data

Open: 0.110
High: 0.120
Low: 0.110
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -55.56%
3 Months
  -64.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.290 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.198
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -