BNP Paribas Call 13 IBE1 20.09.20.../  DE000PC2ZUA9  /

Frankfurt Zert./BNP
2024-05-06  9:20:27 PM Chg.+0.011 Bid2024-05-06 Ask2024-05-06 Underlying Strike price Expiration date Option type
0.090EUR +13.92% -
Bid Size: -
-
Ask Size: -
IBERDROLA INH. EO... 13.00 - 2024-09-20 Call
 

Master data

WKN: PC2ZUA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 13.00 -
Maturity: 2024-09-20
Issue date: 2024-01-05
Last trading day: 2024-05-07
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 77.22
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.17
Parity: -0.65
Time value: 0.16
Break-even: 13.16
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.07
Spread %: 77.78%
Delta: 0.30
Theta: 0.00
Omega: 23.56
Rho: 0.01
 

Quote data

Open: 0.078
High: 0.090
Low: 0.078
Previous Close: 0.079
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+45.16%
3 Months  
+66.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.100 0.062
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -