BNP Paribas Call 200 Danske Bank .../  DE000PC1MEB1  /

Frankfurt Zert./BNP
2024-05-02  9:20:47 AM Chg.-0.010 Bid10:02:21 AM Ask10:02:21 AM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.140
Bid Size: 19,000
0.160
Ask Size: 19,000
- 200.00 DKK 2024-06-21 Call
 

Master data

WKN: PC1MEB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 200.00 DKK
Maturity: 2024-06-21
Issue date: 2023-12-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.89
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.02
Implied volatility: 0.36
Historic volatility: 0.27
Parity: 0.02
Time value: 0.14
Break-even: 28.41
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 14.29%
Delta: 0.57
Theta: -0.02
Omega: 9.54
Rho: 0.02
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -38.10%
3 Months
  -13.33%
YTD  
+73.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.230 0.140
6M High / 6M Low: - -
High (YTD): 2024-04-04 0.230
Low (YTD): 2024-02-01 0.076
52W High: - -
52W Low: - -
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   207.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -