BNP Paribas Call 14 IBE1 18.12.20.../  DE000PC9V6D5  /

EUWAX
8/2/2024  8:21:30 AM Chg.-0.050 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.700EUR -6.67% -
Bid Size: -
-
Ask Size: -
IBERDROLA INH. EO... 14.00 EUR 12/18/2026 Call
 

Master data

WKN: PC9V6D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 12/18/2026
Issue date: 5/15/2024
Last trading day: 12/17/2026
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.73
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.16
Parity: -1.65
Time value: 0.97
Break-even: 14.97
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 0.08
Spread abs.: 0.18
Spread %: 22.78%
Delta: 0.48
Theta: 0.00
Omega: 6.13
Rho: 0.12
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.89%
1 Month
  -5.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.700
1M High / 1M Low: 0.850 0.630
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.764
Avg. volume 1W:   0.000
Avg. price 1M:   0.718
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -