BNP Paribas Call 11 IBE1 20.09.20.../  DE000PC9PV30  /

Frankfurt Zert./BNP
8/1/2024  6:20:52 PM Chg.-0.050 Bid6:57:41 PM Ask6:57:41 PM Underlying Strike price Expiration date Option type
1.260EUR -3.82% 1.250
Bid Size: 2,400
1.330
Ask Size: 2,256
IBERDROLA INH. EO... 11.00 EUR 9/20/2024 Call
 

Master data

WKN: PC9PV3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 9/20/2024
Issue date: 5/13/2024
Last trading day: 9/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.76
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 1.18
Implied volatility: 0.34
Historic volatility: 0.16
Parity: 1.18
Time value: 0.21
Break-even: 12.39
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.08
Spread %: 6.11%
Delta: 0.82
Theta: 0.00
Omega: 7.20
Rho: 0.01
 

Quote data

Open: 1.290
High: 1.320
Low: 1.210
Previous Close: 1.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.13%
1 Month
  -4.55%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.330 1.210
1M High / 1M Low: 1.330 0.910
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.288
Avg. volume 1W:   0.000
Avg. price 1M:   1.117
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -