BNP Paribas Call 13 IBE1 19.12.20.../  DE000PC6NUM1  /

EUWAX
2024-05-06  8:28:46 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.570EUR - -
Bid Size: -
-
Ask Size: -
IBERDROLA INH. EO... 13.00 - 2025-12-19 Call
 

Master data

WKN: PC6NUM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 13.00 -
Maturity: 2025-12-19
Issue date: 2024-03-14
Last trading day: 2024-05-07
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.91
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.17
Parity: -0.65
Time value: 0.69
Break-even: 13.69
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.07
Spread abs.: 0.08
Spread %: 13.11%
Delta: 0.56
Theta: 0.00
Omega: 9.98
Rho: 0.10
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.590
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+23.91%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.600 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.538
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -