BNP Paribas Call 11.5 IBE1 21.06.2024
/ DE000PN7BW26
BNP Paribas Call 11.5 IBE1 21.06..../ DE000PN7BW26 /
| 2024-05-06 9:20:27 PM |
Chg.+0.080 |
Bid9:58:14 PM |
Ask9:58:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+19.51% |
-
Bid Size: - |
-
Ask Size: - |
IBERDROLA INH. EO... |
11.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN7BW2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-05-07 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.17 |
| Parity: |
0.47 |
| Time value: |
0.09 |
| Break-even: |
12.06 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
14.29% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
18.34 |
| Rho: |
0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.490 |
| Low: |
0.410 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.36% |
| 1 Month |
|
|
+75.00% |
| 3 Months |
|
|
+96.00% |
| YTD |
|
|
-41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.410 |
| 1M High / 1M Low: |
0.490 |
0.240 |
| 6M High / 6M Low: |
0.930 |
0.130 |
| High (YTD): |
2024-01-08 |
0.930 |
| Low (YTD): |
2024-02-27 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.447 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.374 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.474 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.17% |
| Volatility 6M: |
|
183.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
