BNP Paribas Call 180 Vestas Wind .../  DE000PC39Y48  /

EUWAX
26/09/2024  09:44:39 Chg.-0.007 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.061EUR -10.29% -
Bid Size: -
-
Ask Size: -
- 180.00 DKK 20/12/2024 Call
 

Master data

WKN: PC39Y4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 180.00 DKK
Maturity: 20/12/2024
Issue date: 31/01/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.91
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.39
Parity: -0.31
Time value: 0.08
Break-even: 24.95
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 1.10
Spread abs.: 0.03
Spread %: 58.82%
Delta: 0.31
Theta: -0.01
Omega: 8.01
Rho: 0.01
 

Quote data

Open: 0.061
High: 0.061
Low: 0.061
Previous Close: 0.068
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -49.17%
1 Month
  -10.29%
3 Months
  -78.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.068
1M High / 1M Low: 0.120 0.054
6M High / 6M Low: 0.540 0.054
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.247
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.41%
Volatility 6M:   197.73%
Volatility 1Y:   -
Volatility 3Y:   -