BNP Paribas Call 250 Vestas Wind .../  DE000PC39ZB2  /

Frankfurt Zert./BNP
2024-06-14  4:21:14 PM Chg.-0.003 Bid4:53:10 PM Ask4:53:10 PM Underlying Strike price Expiration date Option type
0.057EUR -5.00% -
Bid Size: -
-
Ask Size: -
- 250.00 DKK 2024-12-20 Call
 

Master data

WKN: PC39ZB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 250.00 DKK
Maturity: 2024-12-20
Issue date: 2024-01-31
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.85
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.38
Parity: -0.84
Time value: 0.09
Break-even: 34.38
Moneyness: 0.75
Premium: 0.37
Premium p.a.: 0.84
Spread abs.: 0.03
Spread %: 52.63%
Delta: 0.23
Theta: -0.01
Omega: 6.58
Rho: 0.02
 

Quote data

Open: 0.058
High: 0.062
Low: 0.057
Previous Close: 0.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.93%
1 Month
  -48.18%
3 Months
  -48.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.055
1M High / 1M Low: 0.120 0.055
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -