BNP Paribas Call 240 Vestas Wind .../  DE000PC1LZ20  /

Frankfurt Zert./BNP
5/23/2024  4:21:11 PM Chg.0.000 Bid4:51:02 PM Ask4:51:02 PM Underlying Strike price Expiration date Option type
0.045EUR 0.00% -
Bid Size: -
-
Ask Size: -
- 240.00 DKK 9/20/2024 Call
 

Master data

WKN: PC1LZ2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 240.00 DKK
Maturity: 9/20/2024
Issue date: 12/11/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.38
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.38
Parity: -0.63
Time value: 0.06
Break-even: 32.80
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 1.07
Spread abs.: 0.02
Spread %: 45.45%
Delta: 0.21
Theta: -0.01
Omega: 8.60
Rho: 0.02
 

Quote data

Open: 0.045
High: 0.050
Low: 0.043
Previous Close: 0.045
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.23%
1 Month
  -16.67%
3 Months
  -23.73%
YTD
  -85.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.043
1M High / 1M Low: 0.061 0.026
6M High / 6M Low: - -
High (YTD): 1/2/2024 0.280
Low (YTD): 5/2/2024 0.026
52W High: - -
52W Low: - -
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   283.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -