BNP Paribas Call 11 IBE1 21.03.2025
/ DE000PC9RZV6
BNP Paribas Call 11 IBE1 21.03.20.../ DE000PC9RZV6 /
| 8/15/2024 8:11:43 AM |
Chg.-0.02 |
Bid5:44:14 PM |
Ask5:44:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
-1.16% |
1.69
Bid Size: 1,800 |
1.77
Ask Size: 1,800 |
IBERDROLA INH. EO... |
11.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
1.30 |
| Time value: |
0.47 |
| Break-even: |
12.77 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
4.73% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
5.63 |
| Rho: |
0.05 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.04% |
| 1 Month |
|
|
+13.25% |
| 3 Months |
|
|
+10.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.73 |
1.52 |
| 1M High / 1M Low: |
1.73 |
1.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
