BNP Paribas Call 13 IBE1 20.12.20.../  DE000PC2ZUB7  /

Frankfurt Zert./BNP
2024-05-06  9:20:27 PM Chg.+0.030 Bid9:33:12 PM Ask9:33:12 PM Underlying Strike price Expiration date Option type
0.240EUR +14.29% -
Bid Size: -
-
Ask Size: -
IBERDROLA INH. EO... 13.00 - 2024-12-20 Call
 

Master data

WKN: PC2ZUB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 13.00 -
Maturity: 2024-12-20
Issue date: 2024-01-05
Last trading day: 2024-05-07
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 39.34
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.17
Parity: -0.81
Time value: 0.31
Break-even: 13.31
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.07
Spread %: 29.17%
Delta: 0.37
Theta: 0.00
Omega: 14.53
Rho: 0.03
 

Quote data

Open: 0.210
High: 0.240
Low: 0.210
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+41.18%
3 Months  
+84.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.240 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -