BNP Paribas Call 240 Vestas Wind .../  DE000PC1LZ20  /

Frankfurt Zert./BNP
2024-05-13  4:21:06 PM Chg.+0.006 Bid4:54:42 PM Ask4:54:42 PM Underlying Strike price Expiration date Option type
0.045EUR +15.38% -
Bid Size: -
-
Ask Size: -
- 240.00 DKK 2024-09-20 Call
 

Master data

WKN: PC1LZ2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 240.00 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: 39.95
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.38
Parity: -0.66
Time value: 0.06
Break-even: 32.81
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 1.01
Spread abs.: 0.02
Spread %: 45.45%
Delta: 0.21
Theta: -0.01
Omega: 8.40
Rho: 0.02
 

Quote data

Open: 0.041
High: 0.046
Low: 0.041
Previous Close: 0.039
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -15.09%
3 Months
  -59.09%
YTD
  -85.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.030
1M High / 1M Low: 0.057 0.026
6M High / 6M Low: - -
High (YTD): 2024-01-02 0.280
Low (YTD): 2024-05-02 0.026
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   292.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -