BNP Paribas Call 150 Vestas Wind .../  DE000PC70731  /

EUWAX
2024-05-23  10:27:08 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.670EUR +1.52% -
Bid Size: -
-
Ask Size: -
- 150.00 DKK 2024-12-20 Call
 

Master data

WKN: PC7073
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 150.00 DKK
Maturity: 2024-12-20
Issue date: 2024-04-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.49
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.57
Implied volatility: 0.51
Historic volatility: 0.38
Parity: 0.57
Time value: 0.17
Break-even: 27.50
Moneyness: 1.29
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.06
Spread %: 8.82%
Delta: 0.82
Theta: -0.01
Omega: 2.85
Rho: 0.08
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.19%
1 Month  
+6.35%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.650
1M High / 1M Low: 0.790 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   0.655
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -