BNP Paribas Call 100 ICE 16.01.2026
/ DE000PC1L716
BNP Paribas Call 100 ICE 16.01.20.../ DE000PC1L716 /
| 2024-05-31 9:50:36 PM |
Chg.-0.030 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.990EUR |
-0.75% |
4.020
Bid Size: 2,800 |
4.050
Ask Size: 2,800 |
Intercontinental Exc... |
100.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1L71 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intercontinental Exchange Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.69 |
| Intrinsic value: |
3.12 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.15 |
| Parity: |
3.12 |
| Time value: |
0.93 |
| Break-even: |
132.68 |
| Moneyness: |
1.34 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
0.75% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
2.64 |
| Rho: |
1.08 |
Quote data
| Open: |
4.010 |
| High: |
4.040 |
| Low: |
3.980 |
| Previous Close: |
4.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
+3.64% |
| 3 Months |
|
|
-12.31% |
| YTD |
|
|
+7.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.240 |
3.920 |
| 1M High / 1M Low: |
4.390 |
3.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-22 |
4.620 |
| Low (YTD): |
2024-01-03 |
3.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.133 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
