BNP Paribas Call 14 IBE1 19.06.20.../  DE000PC9V6A1  /

Frankfurt Zert./BNP
2024-07-10  7:20:20 PM Chg.+0.030 Bid8:00:45 PM Ask8:00:45 PM Underlying Strike price Expiration date Option type
0.620EUR +5.08% 0.620
Bid Size: 5,000
0.700
Ask Size: 5,000
IBERDROLA INH. EO... 14.00 EUR 2026-06-19 Call
 

Master data

WKN: PC9V6A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2026-06-19
Issue date: 2024-05-15
Last trading day: 2026-06-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.52
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -2.26
Time value: 0.67
Break-even: 14.67
Moneyness: 0.84
Premium: 0.25
Premium p.a.: 0.12
Spread abs.: 0.08
Spread %: 13.56%
Delta: 0.38
Theta: 0.00
Omega: 6.66
Rho: 0.07
 

Quote data

Open: 0.590
High: 0.620
Low: 0.580
Previous Close: 0.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month
  -3.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.590
1M High / 1M Low: 0.700 0.580
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.626
Avg. volume 1W:   0.000
Avg. price 1M:   0.631
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -