OverviewChartNewsTraderScreen

BNP Paribas Call 10 IBE1 21.06.20.../  DE000PE1T7N0  /

EUWAX
2024-06-03  1:30:04 PM Chg.+0.22 Bid8:16:49 PM Ask8:16:49 PM Underlying Strike price Expiration date Option type
2.21EUR +11.06% 2.28
Bid Size: 1,600		 2.38
Ask Size: 1,600		 IBERDROLA INH. EO... 10.00 - 2024-06-21 Call
 

Master data

WKN: PE1T7N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2024-06-21
Issue date: 2022-09-06
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.38
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 2.10
Implied volatility: 0.79
Historic volatility: 0.17
Parity: 2.10
Time value: 0.15
Break-even: 12.25
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.10
Spread %: 4.65%
Delta: 0.88
Theta: -0.01
Omega: 4.75
Rho: 0.00
 

Quote data

Open: 2.17
High: 2.21
Low: 2.17
Previous Close: 1.99
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.95%
1 Month  
+36.42%
3 Months  
+123.23%
YTD  
+10.50%
1 Year  
+21.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.37 1.96
1M High / 1M Low: 2.41 1.62
6M High / 6M Low: 2.41 0.84
High (YTD): 2024-05-16 2.41
Low (YTD): 2024-02-29 0.84
52W High: 2024-05-16 2.41
52W Low: 2023-10-03 0.81
Avg. price 1W:   2.10
Avg. volume 1W:   0.00
Avg. price 1M:   2.12
Avg. volume 1M:   0.00
Avg. price 6M:   1.60
Avg. volume 6M:   8.06
Avg. price 1Y:   1.55
Avg. volume 1Y:   3.94
Volatility 1M:   110.25%
Volatility 6M:   115.27%
Volatility 1Y:   108.04%
Volatility 3Y:   -