BNP Paribas Call 170 Vestas Wind .../  DE000PC9RZN3  /

EUWAX
2024-09-20  9:56:54 AM Chg.-0.020 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.230EUR -8.00% -
Bid Size: -
-
Ask Size: -
- 170.00 DKK 2025-03-21 Call
 

Master data

WKN: PC9RZN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 170.00 DKK
Maturity: 2025-03-21
Issue date: 2024-05-14
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.96
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.39
Parity: -0.13
Time value: 0.24
Break-even: 25.19
Moneyness: 0.94
Premium: 0.17
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 14.29%
Delta: 0.51
Theta: -0.01
Omega: 4.60
Rho: 0.04
 

Quote data

Open: 0.240
High: 0.240
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month  
+27.78%
3 Months
  -45.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.230
1M High / 1M Low: 0.250 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -