BNP Paribas Call 13 IBE1 20.12.20.../  DE000PC2ZUB7  /

EUWAX
2024-05-06  8:44:23 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.210EUR - -
Bid Size: -
-
Ask Size: -
IBERDROLA INH. EO... 13.00 - 2024-12-20 Call
 

Master data

WKN: PC2ZUB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 13.00 -
Maturity: 2024-12-20
Issue date: 2024-01-05
Last trading day: 2024-05-07
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 39.19
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.17
Parity: -0.85
Time value: 0.31
Break-even: 13.31
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.07
Spread %: 29.17%
Delta: 0.36
Theta: 0.00
Omega: 14.06
Rho: 0.02
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.220
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -12.50%
3 Months  
+90.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.240 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.222
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -