BNP Paribas Call 220 Vestas Wind .../  DE000PC39Y89  /

Frankfurt Zert./BNP
2024-05-27  4:21:20 PM Chg.+0.040 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
0.210EUR +23.53% -
Bid Size: -
-
Ask Size: -
- 220.00 DKK 2024-12-20 Call
 

Master data

WKN: PC39Y8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 220.00 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: 12.66
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.38
Parity: -0.42
Time value: 0.20
Break-even: 31.49
Moneyness: 0.86
Premium: 0.24
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 17.65%
Delta: 0.40
Theta: -0.01
Omega: 5.12
Rho: 0.05
 

Quote data

Open: 0.190
High: 0.220
Low: 0.190
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+23.53%
3 Months  
+10.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.170
1M High / 1M Low: 0.220 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.177
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -