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

EUWAX
2024-05-27  10:07:58 AM Chg.+0.090 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.750EUR +13.64% -
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: 3.52
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.52
Implied volatility: 0.56
Historic volatility: 0.38
Parity: 0.52
Time value: 0.20
Break-even: 27.30
Moneyness: 1.26
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.06
Spread %: 9.09%
Delta: 0.79
Theta: -0.01
Omega: 2.78
Rho: 0.07
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.74%
1 Month  
+22.95%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 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:   0.660
Avg. volume 1W:   0.000
Avg. price 1M:   0.664
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -