BNP Paribas Call 11 IBE1 20.12.2024
/ DE000PC9RZS2
BNP Paribas Call 11 IBE1 20.12.20.../ DE000PC9RZS2 /
| 9/18/2024 10:20:42 AM |
Chg.-0.030 |
Bid10:26:10 AM |
Ask10:26:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.870EUR |
-1.03% |
2.860
Bid Size: 7,000 |
2.880
Ask Size: 7,000 |
IBERDROLA INH. EO... |
11.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC9RZS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.16 |
| Parity: |
2.72 |
| Time value: |
0.23 |
| Break-even: |
13.94 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.03% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
4.21 |
| Rho: |
0.02 |
Quote data
| Open: |
2.960 |
| High: |
2.960 |
| Low: |
2.870 |
| Previous Close: |
2.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.81% |
| 1 Month |
|
|
+75.00% |
| 3 Months |
|
|
+109.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.900 |
2.470 |
| 1M High / 1M Low: |
2.900 |
1.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
