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BNP Paribas Call 11 IBE1 21.06.20.../  DE000PE1T7P5  /

Frankfurt Zert./BNP
2024-06-17  1:20:57 PM Chg.-0.110 Bid2024-06-17 Ask2024-06-17 Underlying Strike price Expiration date Option type
1.030EUR -9.65% 1.030
Bid Size: 8,000		 1.070
Ask Size: 8,000		 IBERDROLA INH. EO... 11.00 - 2024-06-21 Call
 

Master data

WKN: PE1T7P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 11.00 -
Maturity: 2024-06-21
Issue date: 2022-09-06
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.70
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 1.13
Implied volatility: 1.02
Historic volatility: 0.17
Parity: 1.13
Time value: 0.13
Break-even: 12.25
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 1.55
Spread abs.: 0.10
Spread %: 8.70%
Delta: 0.83
Theta: -0.04
Omega: 8.08
Rho: 0.00
 

Quote data

Open: 1.180
High: 1.180
Low: 0.970
Previous Close: 1.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.45%
1 Month
  -24.26%
3 Months  
+98.08%
YTD
  -12.71%
1 Year
  -20.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 1.110
1M High / 1M Low: 1.410 1.000
6M High / 6M Low: 1.430 0.280
High (YTD): 2024-05-15 1.430
Low (YTD): 2024-02-28 0.280
52W High: 2023-07-04 1.490
52W Low: 2024-02-28 0.280
Avg. price 1W:   1.176
Avg. volume 1W:   0.000
Avg. price 1M:   1.231
Avg. volume 1M:   0.000
Avg. price 6M:   0.827
Avg. volume 6M:   0.000
Avg. price 1Y:   0.845
Avg. volume 1Y:   0.000
Volatility 1M:   142.03%
Volatility 6M:   155.21%
Volatility 1Y:   144.54%
Volatility 3Y:   -