BNP Paribas Call 250 Vestas Wind .../  DE000PC39ZB2  /

Frankfurt Zert./BNP
2024-05-27  4:21:04 PM Chg.+0.020 Bid4:52:51 PM Ask4:52:51 PM Underlying Strike price Expiration date Option type
0.100EUR +25.00% -
Bid Size: -
-
Ask Size: -
- 250.00 DKK 2024-12-20 Call
 

Master data

WKN: PC39ZB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 250.00 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: 23.01
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.38
Parity: -0.82
Time value: 0.11
Break-even: 34.61
Moneyness: 0.76
Premium: 0.37
Premium p.a.: 0.74
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.26
Theta: -0.01
Omega: 5.99
Rho: 0.03
 

Quote data

Open: 0.090
High: 0.110
Low: 0.090
Previous Close: 0.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+25.00%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.080
1M High / 1M Low: 0.110 0.055
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -