BNP Paribas Call 9.5 IBE1 17.06.2.../  DE000PH7C2D8  /

EUWAX
5/23/2022  9:37:22 AM Chg.+0.15 Bid4:40:03 PM Ask4:40:03 PM Underlying Strike price Expiration date Option type
1.66EUR +9.93% 1.65
Bid Size: 9,000
1.69
Ask Size: 9,000
IBERDROLA INH. EO... 9.50 EUR 6/17/2022 Call

Master data

WKN: PH7C2D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 9.50 EUR
Maturity: 6/17/2022
Issue date: 11/22/2021
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.69
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.60
Implied volatility: 0.83
Historic volatility: 0.25
Parity: 1.60
Time value: 0.06
Break-even: 11.16
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.20
Spread %: 12.05%
Delta: 0.74
Theta: -0.01
Omega: 4.98
Rho: 0.00
 

Quote data

Open: 1.66
High: 1.66
Low: 1.66
Previous Close: 1.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.96%
1 Month  
+48.21%
3 Months  
+232.00%
YTD  
+66.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.51 1.29
1M High / 1M Low: 1.64 1.12
6M High / 6M Low: 1.64 0.32
High (YTD): 5/4/2022 1.64
Low (YTD): 3/7/2022 0.32
52W High: - -
52W Low: - -
Avg. price 1W:   1.39
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   0.91
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.69%
Volatility 6M:   302.90%
Volatility 1Y:   -
Volatility 3Y:   -