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

Frankfurt Zert./BNP
10/06/2024  14:20:51 Chg.-0.010 Bid14:21:58 Ask14:21:58 Underlying Strike price Expiration date Option type
1.170EUR -0.85% 1.160
Bid Size: 8,000		 1.200
Ask Size: 8,000		 IBERDROLA INH. EO... 11.00 - 21/06/2024 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: 21/06/2024
Issue date: 06/09/2022
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.51
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 1.18
Implied volatility: 0.58
Historic volatility: 0.17
Parity: 1.18
Time value: 0.11
Break-even: 12.28
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.33
Spread abs.: 0.10
Spread %: 8.47%
Delta: 0.86
Theta: -0.01
Omega: 8.16
Rho: 0.00
 

Quote data

Open: 1.130
High: 1.170
Low: 1.120
Previous Close: 1.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.30%
1 Month
  -5.65%
3 Months  
+116.67%
YTD
  -0.85%
1 Year  
+3.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.410 1.180
1M High / 1M Low: 1.430 1.000
6M High / 6M Low: 1.430 0.280
High (YTD): 15/05/2024 1.430
Low (YTD): 28/02/2024 0.280
52W High: 04/07/2023 1.490
52W Low: 28/02/2024 0.280
Avg. price 1W:   1.326
Avg. volume 1W:   0.000
Avg. price 1M:   1.266
Avg. volume 1M:   0.000
Avg. price 6M:   0.826
Avg. volume 6M:   0.000
Avg. price 1Y:   0.845
Avg. volume 1Y:   0.000
Volatility 1M:   140.95%
Volatility 6M:   154.47%
Volatility 1Y:   144.63%
Volatility 3Y:   -