BNP Paribas Call 220 Vestas Wind .../  DE000PC1LZ12  /

Frankfurt Zert./BNP
27/05/2024  16:21:04 Chg.+0.030 Bid27/05/2024 Ask27/05/2024 Underlying Strike price Expiration date Option type
0.120EUR +33.33% -
Bid Size: -
-
Ask Size: -
- 220.00 DKK 20/09/2024 Call
 

Master data

WKN: PC1LZ1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 220.00 DKK
Maturity: 20/09/2024
Issue date: 11/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.01
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.38
Parity: -0.42
Time value: 0.11
Break-even: 30.59
Moneyness: 0.86
Premium: 0.21
Premium p.a.: 0.81
Spread abs.: 0.02
Spread %: 22.22%
Delta: 0.32
Theta: -0.01
Omega: 7.32
Rho: 0.02
 

Quote data

Open: 0.100
High: 0.120
Low: 0.100
Previous Close: 0.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+20.00%
3 Months     0.00%
YTD
  -70.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.090
1M High / 1M Low: 0.130 0.057
6M High / 6M Low: - -
High (YTD): 02/01/2024 0.380
Low (YTD): 02/05/2024 0.057
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   254.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -