BNP Paribas Call 11 IBE1 21.03.2025
/ DE000PC9RZV6
BNP Paribas Call 11 IBE1 21.03.20.../ DE000PC9RZV6 /
06/09/2024 08:12:14 |
Chg.+0.16 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
2.37EUR |
+7.24% |
- Bid Size: - |
- Ask Size: - |
IBERDROLA INH. EO... |
11.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
PC9RZV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
IBERDROLA INH. EO -,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
14/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.39 |
Intrinsic value: |
2.16 |
Implied volatility: |
0.19 |
Historic volatility: |
0.16 |
Parity: |
2.16 |
Time value: |
0.27 |
Break-even: |
13.42 |
Moneyness: |
1.20 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.10 |
Spread %: |
4.31% |
Delta: |
0.93 |
Theta: |
0.00 |
Omega: |
5.06 |
Rho: |
0.05 |
Quote data
Open: |
2.37 |
High: |
2.37 |
Low: |
2.37 |
Previous Close: |
2.21 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.50% |
1 Month |
|
|
+53.90% |
3 Months |
|
|
+50.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.37 |
1.99 |
1M High / 1M Low: |
2.37 |
1.52 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.88 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |