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BNP Paribas Call 200 Danske Bank .../  DE000PC9RYB1  /

EUWAX
5/28/2024  11:35:56 AM Chg.0.000 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.240EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 - 200.00 DKK 12/20/2024 Call
 

Master data

WKN: PC9RYB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 200.00 DKK
Maturity: 12/20/2024
Issue date: 5/14/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.70
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.28
Parity: -0.01
Time value: 0.25
Break-even: 29.31
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 8.70%
Delta: 0.58
Theta: -0.01
Omega: 6.19
Rho: 0.07
 

Quote data

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

Performance

1 Week  
+4.35%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.230
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -