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

EUWAX
5/20/2022  9:19:21 AM Chg.+0.07 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.01EUR +7.45% -
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: 10.00
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.60
Implied volatility: 0.63
Historic volatility: 0.25
Parity: 0.60
Time value: 0.51
Break-even: 11.61
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 4.50%
Delta: 0.38
Theta: 0.00
Omega: 3.84
Rho: 0.02
 

Quote data

Open: 1.01
High: 1.01
Low: 1.01
Previous Close: 0.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.60%
1 Month  
+38.36%
3 Months  
+274.07%
YTD  
+53.03%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.02 0.90
1M High / 1M Low: 1.17 0.73
6M High / 6M Low: - -
High (YTD): 5/5/2022 1.17
Low (YTD): 2/22/2022 0.27
52W High: - -
52W Low: - -
Avg. price 1W:   0.97
Avg. volume 1W:   0.00
Avg. price 1M:   0.96
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -