BNP Paribas Call 10.5 IBE1 16.12..../  DE000PH8MXG0  /

EUWAX
7/5/2022  8:29:21 AM Chg.+0.020 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.610EUR +3.39% -
Bid Size: -
-
Ask Size: -
IBERDROLA INH. EO... 10.50 EUR 12/16/2022 Call

Master data

WKN: PH8MXG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 10.50 EUR
Maturity: 12/16/2022
Issue date: 12/22/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.41
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.26
Parity: -0.23
Time value: 0.59
Break-even: 11.09
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 8.47%
Delta: 0.30
Theta: 0.00
Omega: 5.25
Rho: 0.01
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.24%
1 Month
  -41.35%
3 Months  
+15.09%
YTD
  -7.58%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.590 0.390
1M High / 1M Low: 0.990 0.260
6M High / 6M Low: 1.400 0.260
High (YTD): 5/26/2022 1.400
Low (YTD): 6/23/2022 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.562
Avg. volume 1M:   0.000
Avg. price 6M:   0.667
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   364.53%
Volatility 6M:   244.98%
Volatility 1Y:   -
Volatility 3Y:   -