BNP Paribas Call 190 Vestas Wind .../  DE000PC39Y55  /

Frankfurt Zert./BNP
2024-05-23  4:21:13 PM Chg.0.000 Bid4:47:52 PM Ask4:47:52 PM Underlying Strike price Expiration date Option type
0.350EUR 0.00% -
Bid Size: -
-
Ask Size: -
- 190.00 DKK 2024-12-20 Call
 

Master data

WKN: PC39Y5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 190.00 DKK
Maturity: 2024-12-20
Issue date: 2024-01-31
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.80
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.04
Implied volatility: 0.43
Historic volatility: 0.38
Parity: 0.04
Time value: 0.34
Break-even: 29.26
Moneyness: 1.01
Premium: 0.13
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 8.57%
Delta: 0.61
Theta: -0.01
Omega: 4.14
Rho: 0.07
 

Quote data

Open: 0.350
High: 0.370
Low: 0.340
Previous Close: 0.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+2.94%
3 Months  
+16.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.350
1M High / 1M Low: 0.420 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.336
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -