BNP Paribas Call 220 Vestas Wind .../  DE000PC9RZH5  /

EUWAX
2024-09-20  9:56:54 AM Chg.-0.004 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.053EUR -7.02% -
Bid Size: -
-
Ask Size: -
- 220.00 DKK 2025-03-21 Call
 

Master data

WKN: PC9RZH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 220.00 DKK
Maturity: 2025-03-21
Issue date: 2024-05-14
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.86
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.39
Parity: -0.80
Time value: 0.07
Break-even: 30.22
Moneyness: 0.73
Premium: 0.41
Premium p.a.: 0.99
Spread abs.: 0.03
Spread %: 71.43%
Delta: 0.21
Theta: -0.01
Omega: 6.42
Rho: 0.02
 

Quote data

Open: 0.054
High: 0.054
Low: 0.053
Previous Close: 0.057
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.00%
1 Month  
+43.24%
3 Months
  -66.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.051
1M High / 1M Low: 0.057 0.027
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -