BNP Paribas Call 200 Vestas Wind .../  DE000PC39Y63  /

EUWAX
2024-06-06  10:11:43 AM Chg.+0.010 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.300EUR +3.45% -
Bid Size: -
-
Ask Size: -
- 200.00 DKK 2024-12-20 Call
 

Master data

WKN: PC39Y6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 200.00 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: 8.39
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.38
Parity: -0.08
Time value: 0.31
Break-even: 29.91
Moneyness: 0.97
Premium: 0.15
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.55
Theta: -0.01
Omega: 4.60
Rho: 0.06
 

Quote data

Open: 0.310
High: 0.310
Low: 0.300
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+36.36%
3 Months
  -21.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.290
1M High / 1M Low: 0.380 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.295
Avg. volume 1W:   0.000
Avg. price 1M:   0.295
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -