BNP Paribas Call 240 Vestas Wind .../  DE000PC39ZA4  /

Frankfurt Zert./BNP
6/25/2024  1:21:11 PM Chg.-0.012 Bid1:53:31 PM Ask1:53:31 PM Underlying Strike price Expiration date Option type
0.046EUR -20.69% 0.046
Bid Size: 100,000
0.076
Ask Size: 100,000
- 240.00 DKK 12/20/2024 Call
 

Master data

WKN: PC39ZA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 240.00 DKK
Maturity: 12/20/2024
Issue date: 1/31/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.04
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.38
Parity: -0.81
Time value: 0.08
Break-even: 33.00
Moneyness: 0.75
Premium: 0.37
Premium p.a.: 0.91
Spread abs.: 0.03
Spread %: 56.60%
Delta: 0.23
Theta: -0.01
Omega: 6.59
Rho: 0.02
 

Quote data

Open: 0.051
High: 0.051
Low: 0.046
Previous Close: 0.058
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.21%
1 Month
  -54.00%
3 Months
  -75.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.051
1M High / 1M Low: 0.150 0.051
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -