BNP Paribas Call 12 IBE1 20.12.2024
/ DE000PC9RZR4
BNP Paribas Call 12 IBE1 20.12.20.../ DE000PC9RZR4 /
| 9/27/2024 8:10:58 AM |
Chg.-0.15 |
Bid12:30:26 PM |
Ask12:30:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
-7.61% |
1.97
Bid Size: 7,000 |
1.99
Ask Size: 7,000 |
IBERDROLA INH. EO... |
12.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC9RZR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
1.67 |
| Time value: |
0.24 |
| Break-even: |
13.90 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
4.97% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
6.18 |
| Rho: |
0.02 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
1.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.53% |
| 1 Month |
|
|
+62.50% |
| 3 Months |
|
|
+139.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.51 |
| 1M High / 1M Low: |
2.01 |
1.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
