BNP Paribas Call 11 IBE1 20.09.2024
/ DE000PC9PV30
BNP Paribas Call 11 IBE1 20.09.20.../ DE000PC9PV30 /
| 2024-06-24 8:20:39 AM |
Chg.+0.040 |
Bid8:22:52 AM |
Ask8:22:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
+3.23% |
1.280
Bid Size: 2,344 |
1.360
Ask Size: 2,206 |
IBERDROLA INH. EO... |
11.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC9PV3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.17 |
| Parity: |
1.18 |
| Time value: |
0.14 |
| Break-even: |
12.32 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
6.45% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
8.39 |
| Rho: |
0.02 |
Quote data
| Open: |
1.280 |
| High: |
1.280 |
| Low: |
1.280 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.47% |
| 1 Month |
|
|
+11.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.070 |
| 1M High / 1M Low: |
1.470 |
1.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
