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BNP Paribas Call 100 ICE 17.01.20.../  DE000PE9AY71  /

Frankfurt Zert./BNP
2024-05-31  9:50:31 PM Chg.-0.020 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
3.380EUR -0.59% 3.430
Bid Size: 5,100		 3.460
Ask Size: 5,100		 Intercontinental Exc... 100.00 - 2025-01-17 Call
 

Master data

WKN: PE9AY7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intercontinental Exchange Inc
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.57
Leverage: Yes

Calculated values

Fair value: 2.59
Intrinsic value: 2.34
Implied volatility: 0.55
Historic volatility: 0.15
Parity: 2.34
Time value: 1.12
Break-even: 134.60
Moneyness: 1.23
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 0.87%
Delta: 0.77
Theta: -0.04
Omega: 2.76
Rho: 0.38
 

Quote data

Open: 3.380
High: 3.430
Low: 3.360
Previous Close: 3.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.89%
1 Month  
+6.62%
3 Months
  -15.71%
YTD  
+5.30%
1 Year  
+74.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.670 3.300
1M High / 1M Low: 3.800 2.880
6M High / 6M Low: 4.090 1.990
High (YTD): 2024-02-22 4.090
Low (YTD): 2024-05-02 2.880
52W High: 2024-02-22 4.090
52W Low: 2023-11-02 1.720
Avg. price 1W:   3.436
Avg. volume 1W:   0.000
Avg. price 1M:   3.521
Avg. volume 1M:   0.000
Avg. price 6M:   3.381
Avg. volume 6M:   0.000
Avg. price 1Y:   2.774
Avg. volume 1Y:   1.016
Volatility 1M:   65.81%
Volatility 6M:   57.18%
Volatility 1Y:   56.25%
Volatility 3Y:   -