BNP Paribas Call 12 IBE1 21.03.2025
/ DE000PC9RZU8
BNP Paribas Call 12 IBE1 21.03.20.../ DE000PC9RZU8 /
| 2024-11-15 9:20:32 PM |
Chg.+0.060 |
Bid9:58:51 PM |
Ask9:58:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
+4.00% |
1.570
Bid Size: 1,911 |
1.660
Ask Size: 1,808 |
IBERDROLA INH. EO... |
12.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC9RZU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
1.39 |
| Time value: |
0.27 |
| Break-even: |
13.66 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
5.73% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
6.82 |
| Rho: |
0.03 |
Quote data
| Open: |
1.530 |
| High: |
1.630 |
| Low: |
1.530 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-30.97% |
| 3 Months |
|
|
+57.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
1.420 |
| 1M High / 1M Low: |
2.290 |
1.300 |
| 6M High / 6M Low: |
2.350 |
0.680 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.863 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.302 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.44% |
| Volatility 6M: |
|
121.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
