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

EUWAX
2024-06-07  9:23:20 AM Chg.-0.030 Bid4:55:00 PM Ask4:55:00 PM Underlying Strike price Expiration date Option type
0.120EUR -20.00% -
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: 18.21
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.38
Parity: -0.27
Time value: 0.14
Break-even: 29.55
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.67
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.39
Theta: -0.01
Omega: 7.11
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+9.09%
3 Months
  -50.00%
YTD
  -75.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.140
1M High / 1M Low: 0.190 0.110
6M High / 6M Low: - -
High (YTD): 2024-01-02 0.470
Low (YTD): 2024-05-03 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.145
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   232.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -