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

EUWAX
2024-08-09  10:22:07 AM Chg.+0.010 Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% -
Bid Size: -
-
Ask Size: -
- 190.00 DKK 2024-12-20 Call
 

Master data

WKN: PC39Y5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 190.00 DKK
Maturity: 2024-12-20
Issue date: 2024-01-31
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.80
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.40
Parity: -0.33
Time value: 0.14
Break-even: 26.86
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.70
Spread abs.: 0.03
Spread %: 27.27%
Delta: 0.38
Theta: -0.01
Omega: 5.96
Rho: 0.03
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -7.69%
3 Months
  -64.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.080
1M High / 1M Low: 0.140 0.059
6M High / 6M Low: 0.480 0.059
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.289
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   258.86%
Volatility 6M:   164.61%
Volatility 1Y:   -
Volatility 3Y:   -