BNP Paribas Call 200 Vestas Wind .../  DE000PC1LZZ7  /

Frankfurt Zert./BNP
8/2/2024  4:21:29 PM Chg.-0.009 Bid4:50:14 PM Ask4:50:14 PM Underlying Strike price Expiration date Option type
0.010EUR -47.37% -
Bid Size: -
-
Ask Size: -
- 200.00 DKK 9/20/2024 Call
 

Master data

WKN: PC1LZZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 200.00 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: 43.63
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.39
Parity: -0.46
Time value: 0.05
Break-even: 27.31
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 3.75
Spread abs.: 0.04
Spread %: 325.00%
Delta: 0.22
Theta: -0.01
Omega: 9.43
Rho: 0.01
 

Quote data

Open: 0.010
High: 0.014
Low: 0.010
Previous Close: 0.019
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -52.38%
3 Months
  -92.31%
YTD
  -98.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.010
1M High / 1M Low: 0.027 0.003
6M High / 6M Low: 0.360 0.003
High (YTD): 1/2/2024 0.510
Low (YTD): 7/18/2024 0.003
52W High: - -
52W Low: - -
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.166
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   581.18%
Volatility 6M:   296.35%
Volatility 1Y:   -
Volatility 3Y:   -