BNP Paribas Call 240 Vestas Wind .../  DE000PC39ZA4  /

Frankfurt Zert./BNP
2024-06-06  4:21:03 PM Chg.-0.010 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
0.100EUR -9.09% -
Bid Size: -
-
Ask Size: -
- 240.00 DKK 2024-12-20 Call
 

Master data

WKN: PC39ZA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 240.00 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: 18.58
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.38
Parity: -0.62
Time value: 0.14
Break-even: 33.58
Moneyness: 0.81
Premium: 0.29
Premium p.a.: 0.60
Spread abs.: 0.03
Spread %: 27.27%
Delta: 0.32
Theta: -0.01
Omega: 5.88
Rho: 0.04
 

Quote data

Open: 0.110
High: 0.120
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+25.00%
3 Months
  -44.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.150 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.115
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -