BNP Paribas Call 220 Vestas Wind .../  DE000PC1LZ12  /

Frankfurt Zert./BNP
2024-05-08  4:21:07 PM Chg.+0.011 Bid4:46:53 PM Ask4:46:53 PM Underlying Strike price Expiration date Option type
0.090EUR +13.92% -
Bid Size: -
-
Ask Size: -
- 220.00 DKK 2024-09-20 Call
 

Master data

WKN: PC1LZ1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 220.00 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: 21.31
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.38
Parity: -0.39
Time value: 0.12
Break-even: 30.69
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.66
Spread abs.: 0.02
Spread %: 20.00%
Delta: 0.34
Theta: -0.01
Omega: 7.17
Rho: 0.03
 

Quote data

Open: 0.090
High: 0.090
Low: 0.076
Previous Close: 0.079
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month
  -10.00%
3 Months
  -55.00%
YTD
  -77.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.067
1M High / 1M Low: 0.110 0.057
6M High / 6M Low: - -
High (YTD): 2024-01-02 0.380
Low (YTD): 2024-05-02 0.057
52W High: - -
52W Low: - -
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   279.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -