BNP Paribas Call 11 IBE1 20.12.2024
/ DE000PN7DJU3
BNP Paribas Call 11 IBE1 20.12.20.../ DE000PN7DJU3 /
| 2024-05-02 9:20:25 PM |
Chg.+0.040 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+3.96% |
1.050
Bid Size: 2,858 |
1.120
Ask Size: 2,679 |
IBERDROLA INH. EO... |
11.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN7DJU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.17 |
| Parity: |
0.51 |
| Time value: |
0.56 |
| Break-even: |
12.07 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
7.00% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
7.74 |
| Rho: |
0.05 |
Quote data
| Open: |
0.980 |
| High: |
1.080 |
| Low: |
0.980 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+1.94% |
| 3 Months |
|
|
+19.32% |
| YTD |
|
|
-24.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.990 |
| 1M High / 1M Low: |
1.100 |
0.750 |
| 6M High / 6M Low: |
1.490 |
0.530 |
| High (YTD): |
2024-01-08 |
1.490 |
| Low (YTD): |
2024-02-28 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.929 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.973 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.21% |
| Volatility 6M: |
|
98.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
