BNP Paribas Call 220 Danske Bank .../  DE000PC61VY7  /

EUWAX
2024-05-03  10:09:04 AM Chg.-0.027 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.003EUR -90.00% -
Bid Size: -
-
Ask Size: -
- 220.00 DKK 2024-06-21 Call
 

Master data

WKN: PC61VY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 220.00 DKK
Maturity: 2024-06-21
Issue date: 2024-03-21
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.53
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.28
Parity: -0.37
Time value: 0.05
Break-even: 30.00
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 2.18
Spread abs.: 0.05
Spread %: 2,450.00%
Delta: 0.23
Theta: -0.01
Omega: 11.65
Rho: 0.01
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -93.02%
1 Month
  -95.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.040 0.003
1M High / 1M Low: 0.080 0.003
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   415.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -