BNP Paribas Call 200 Danske Bank .../  DE000PC1MEF2  /

EUWAX
2024-05-03  9:02:33 AM Chg.-0.050 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.160EUR -23.81% -
Bid Size: -
-
Ask Size: -
- 200.00 DKK 2024-09-20 Call
 

Master data

WKN: PC1MEF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 200.00 DKK
Maturity: 2024-09-20
Issue date: 2023-12-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.18
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.28
Parity: -0.10
Time value: 0.15
Break-even: 28.31
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 15.38%
Delta: 0.48
Theta: -0.01
Omega: 8.20
Rho: 0.04
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.43%
1 Month
  -46.67%
3 Months
  -11.11%
YTD  
+45.45%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.160
1M High / 1M Low: 0.300 0.160
6M High / 6M Low: - -
High (YTD): 2024-04-04 0.300
Low (YTD): 2024-02-01 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.236
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -