BNP Paribas Call 190 Vestas Wind .../  DE000PC1LZY0  /

Frankfurt Zert./BNP
2024-06-21  4:21:09 PM Chg.-0.020 Bid4:33:38 PM Ask4:33:38 PM Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.130
Bid Size: 40,000
0.150
Ask Size: 40,000
- 190.00 DKK 2024-09-20 Call
 

Master data

WKN: PC1LZY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 190.00 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: 14.96
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.39
Parity: -0.15
Time value: 0.16
Break-even: 27.07
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.64
Spread abs.: 0.02
Spread %: 14.29%
Delta: 0.45
Theta: -0.01
Omega: 6.74
Rho: 0.02
 

Quote data

Open: 0.140
High: 0.140
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -53.85%
3 Months
  -66.67%
YTD
  -80.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.350 0.130
6M High / 6M Low: 0.620 0.130
High (YTD): 2024-01-02 0.580
Low (YTD): 2024-06-19 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.225
Avg. volume 1M:   0.000
Avg. price 6M:   0.323
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.56%
Volatility 6M:   144.49%
Volatility 1Y:   -
Volatility 3Y:   -