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

EUWAX
2024-05-24  9:17:40 AM Chg.-0.020 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.230EUR -8.00% -
Bid Size: -
-
Ask Size: -
- 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: 9.73
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.38
Parity: -0.02
Time value: 0.26
Break-even: 28.06
Moneyness: 0.99
Premium: 0.11
Premium p.a.: 0.38
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.56
Theta: -0.01
Omega: 5.45
Rho: 0.04
 

Quote data

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

Performance

1 Week
  -20.69%
1 Month  
+15.00%
3 Months
  -4.17%
YTD
  -63.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.230
1M High / 1M Low: 0.340 0.170
6M High / 6M Low: - -
High (YTD): 2024-01-02 0.610
Low (YTD): 2024-05-03 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.242
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -