BNP Paribas Call 11 IBE1 20.12.2024
/ DE000PN7DJU3
BNP Paribas Call 11 IBE1 20.12.20.../ DE000PN7DJU3 /
| 2024-05-02 8:21:47 AM |
Chg.-0.13 |
Bid5:22:15 PM |
Ask5:22:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.98EUR |
-11.71% |
1.03
Bid Size: 13,000 |
1.04
Ask Size: 13,000 |
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: |
0.98 |
| High: |
0.98 |
| Low: |
0.98 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.08% |
| 1 Month |
|
|
-3.92% |
| 3 Months |
|
|
+2.08% |
| YTD |
|
|
-28.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.96 |
| 1M High / 1M Low: |
1.11 |
0.74 |
| 6M High / 6M Low: |
1.49 |
0.53 |
| High (YTD): |
2024-01-08 |
1.49 |
| Low (YTD): |
2024-02-29 |
0.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.94% |
| Volatility 6M: |
|
116.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
