BNP Paribas Call 11 IBE1 20.09.2024
/ DE000PN8XNS5
BNP Paribas Call 11 IBE1 20.09.20.../ DE000PN8XNS5 /
| 2024-05-02 8:44:19 AM |
Chg.-0.060 |
Bid9:56:55 AM |
Ask9:56:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-6.74% |
0.900
Bid Size: 11,000 |
0.920
Ask Size: 11,000 |
IBERDROLA INH. EO... |
11.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PN8XNS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.51 |
| Time value: |
0.42 |
| Break-even: |
11.93 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.08 |
| Spread %: |
9.41% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
8.85 |
| Rho: |
0.03 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.19% |
| 1 Month |
|
|
-4.60% |
| 3 Months |
|
|
+6.41% |
| YTD |
|
|
-33.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.840 |
| 1M High / 1M Low: |
0.990 |
0.610 |
| 6M High / 6M Low: |
1.370 |
0.370 |
| High (YTD): |
2024-01-08 |
1.370 |
| Low (YTD): |
2024-02-27 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.897 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.784 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.835 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.03% |
| Volatility 6M: |
|
134.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
