BNP Paribas Call 11 IBE1 20.12.2024
/ DE000PC9RZS2
BNP Paribas Call 11 IBE1 20.12.20.../ DE000PC9RZS2 /
| 2024-09-25 9:20:23 PM |
Chg.+0.050 |
Bid9:52:55 PM |
Ask9:52:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.830EUR |
+1.80% |
2.790
Bid Size: 1,400 |
2.880
Ask Size: 1,400 |
IBERDROLA INH. EO... |
11.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC9RZS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.16 |
| Parity: |
2.67 |
| Time value: |
0.25 |
| Break-even: |
13.91 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.13 |
| Spread %: |
4.68% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
4.18 |
| Rho: |
0.02 |
Quote data
| Open: |
2.670 |
| High: |
2.890 |
| Low: |
2.670 |
| Previous Close: |
2.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.43% |
| 1 Month |
|
|
+48.95% |
| 3 Months |
|
|
+84.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.970 |
2.570 |
| 1M High / 1M Low: |
2.970 |
1.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
