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

EUWAX
2024-06-28  8:21:30 AM Chg.-0.040 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.600EUR -6.25% -
Bid Size: -
-
Ask Size: -
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: 17.82
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.17
Parity: -1.89
Time value: 0.68
Break-even: 14.68
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.10
Spread abs.: 0.08
Spread %: 13.33%
Delta: 0.41
Theta: 0.00
Omega: 7.29
Rho: 0.08
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -3.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.600
1M High / 1M Low: 0.710 0.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.638
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -