BNP Paribas Call 210 Vestas Wind .../  DE000PC1LZ04  /

Frankfurt Zert./BNP
2024-06-06  4:21:04 PM Chg.-0.010 Bid4:34:03 PM Ask4:34:03 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% -
Bid Size: -
-
Ask Size: -
- 210.00 DKK 2024-09-20 Call
 

Master data

WKN: PC1LZ0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 210.00 DKK
Maturity: 2024-09-20
Issue date: 2023-12-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.34
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.38
Parity: -0.21
Time value: 0.15
Break-even: 29.65
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.57
Spread abs.: 0.02
Spread %: 15.38%
Delta: 0.42
Theta: -0.01
Omega: 7.22
Rho: 0.03
 

Quote data

Open: 0.140
High: 0.150
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month  
+20.00%
3 Months
  -47.83%
YTD
  -74.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.200 0.100
6M High / 6M Low: - -
High (YTD): 2024-01-02 0.440
Low (YTD): 2024-05-02 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -