BNP Paribas Call 9.5 IBE1 18.03.2.../  DE000PH7C2B2  /

EUWAX
1/19/2022  9:27:19 AM Chg.-0.020 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.650EUR -2.99% -
Bid Size: -
-
Ask Size: -
IBERDROLA INH. EO... 9.50 - 3/18/2022 Call

Master data

WKN: PH7C2B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 3/18/2022
Issue date: 11/22/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.93
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.46
Implied volatility: 0.60
Historic volatility: 0.21
Parity: 0.46
Time value: 0.31
Break-even: 10.27
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.22
Spread abs.: 0.20
Spread %: 25.97%
Delta: 0.48
Theta: 0.00
Omega: 6.17
Rho: 0.01
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.72%
1 Month  
+47.73%
3 Months     -
YTD
  -25.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.720 0.650
1M High / 1M Low: 0.980 0.440
6M High / 6M Low: - -
High (YTD): 1/4/2022 0.980
Low (YTD): 1/19/2022 0.650
52W High: - -
52W Low: - -
Avg. price 1W:   0.672
Avg. volume 1W:   0.000
Avg. price 1M:   0.716
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -