BNP Paribas Call 12 IBE1 19.06.20.../  DE000PC9V6B9  /

Frankfurt Zert./BNP
11/15/2024  9:20:32 PM Chg.+0.050 Bid9:57:21 PM Ask9:57:21 PM Underlying Strike price Expiration date Option type
1.970EUR +2.60% 1.980
Bid Size: 2,000
2.090
Ask Size: 2,000
IBERDROLA INH. EO... 12.00 EUR 6/19/2026 Call
 

Master data

WKN: PC9V6B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 6/19/2026
Issue date: 5/15/2024
Last trading day: 6/18/2026
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.41
Leverage: Yes

Calculated values

Fair value: 2.25
Intrinsic value: 1.39
Implied volatility: 0.12
Historic volatility: 0.16
Parity: 1.39
Time value: 0.70
Break-even: 14.09
Moneyness: 1.12
Premium: 0.05
Premium p.a.: 0.03
Spread abs.: 0.11
Spread %: 5.56%
Delta: 0.88
Theta: 0.00
Omega: 5.62
Rho: 0.15
 

Quote data

Open: 1.940
High: 2.040
Low: 1.940
Previous Close: 1.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.23%
1 Month
  -24.52%
3 Months  
+28.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.970 1.870
1M High / 1M Low: 2.620 1.800
6M High / 6M Low: 2.700 1.240
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.924
Avg. volume 1W:   0.000
Avg. price 1M:   2.261
Avg. volume 1M:   0.000
Avg. price 6M:   1.772
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.47%
Volatility 6M:   78.83%
Volatility 1Y:   -
Volatility 3Y:   -