BNP Paribas Call 14 IBE1 21.03.20.../  DE000PG7E8C7  /

EUWAX
2024-10-18  8:14:24 AM Chg.-0.050 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.730EUR -6.41% -
Bid Size: -
-
Ask Size: -
IBERDROLA INH. EO... 14.00 EUR 2025-03-21 Call
 

Master data

WKN: PG7E8C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2025-03-21
Issue date: 2024-09-04
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.16
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.07
Implied volatility: 0.19
Historic volatility: 0.15
Parity: 0.07
Time value: 0.75
Break-even: 14.82
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.08
Spread %: 10.81%
Delta: 0.58
Theta: 0.00
Omega: 10.02
Rho: 0.03
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.98%
1 Month  
+23.73%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.500
1M High / 1M Low: 0.780 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.690
Avg. volume 1W:   0.000
Avg. price 1M:   0.590
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   301.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -