BNP Paribas Call 13 IBE1 21.03.20.../  DE000PC9RZT0  /

Frankfurt Zert./BNP
2024-06-24  9:20:23 PM Chg.-0.010 Bid9:45:54 PM Ask9:45:54 PM Underlying Strike price Expiration date Option type
0.440EUR -2.22% 0.440
Bid Size: 6,819
0.510
Ask Size: 5,883
IBERDROLA INH. EO... 13.00 EUR 2025-03-21 Call
 

Master data

WKN: PC9RZT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 13.00 EUR
Maturity: 2025-03-21
Issue date: 2024-05-14
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 23.42
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.17
Parity: -0.82
Time value: 0.52
Break-even: 13.52
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.15
Spread abs.: 0.07
Spread %: 15.56%
Delta: 0.43
Theta: 0.00
Omega: 9.99
Rho: 0.03
 

Quote data

Open: 0.460
High: 0.460
Low: 0.420
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.22%
1 Month  
+7.32%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.390
1M High / 1M Low: 0.540 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.459
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -