BNP Paribas Call 13 IBE1 20.12.2024
/ DE000PC9RZQ6
BNP Paribas Call 13 IBE1 20.12.20.../ DE000PC9RZQ6 /
| 9/27/2024 10:20:59 AM |
Chg.+0.040 |
Bid9/27/2024 |
Ask9/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+4.00% |
1.040
Bid Size: 9,000 |
1.060
Ask Size: 9,000 |
IBERDROLA INH. EO... |
13.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC9RZQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
0.67 |
| Time value: |
0.40 |
| Break-even: |
14.06 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
9.28% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
9.20 |
| Rho: |
0.02 |
Quote data
| Open: |
0.960 |
| High: |
1.040 |
| Low: |
0.960 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.47% |
| 1 Month |
|
|
+153.66% |
| 3 Months |
|
|
+271.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.950 |
| 1M High / 1M Low: |
1.160 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.772 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
