BNP Paribas Call 14 IBE1 18.12.20.../  DE000PC9V6D5  /

EUWAX
2024-05-31  12:51:07 PM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.690EUR +1.47% -
Bid Size: -
-
Ask Size: -
IBERDROLA INH. EO... 14.00 EUR 2026-12-18 Call
 

Master data

WKN: PC9V6D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2026-12-18
Issue date: 2024-05-15
Last trading day: 2026-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.40
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.17
Parity: -1.90
Time value: 0.84
Break-even: 14.84
Moneyness: 0.86
Premium: 0.23
Premium p.a.: 0.08
Spread abs.: 0.09
Spread %: 12.00%
Delta: 0.46
Theta: 0.00
Omega: 6.59
Rho: 0.12
 

Quote data

Open: 0.730
High: 0.730
Low: 0.690
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.48%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.680
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.722
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -