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

EUWAX
2024-05-31  1:44:28 PM Chg.+0.19 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
3.37EUR +5.97% -
Bid Size: -		 -
Ask Size: -		 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: 3.38
High: 3.38
Low: 3.37
Previous Close: 3.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.87%
1 Month  
+9.06%
3 Months
  -15.54%
YTD  
+5.64%
1 Year  
+63.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.65 3.18
1M High / 1M Low: 3.85 2.97
6M High / 6M Low: 4.09 1.98
High (YTD): 2024-02-23 4.09
Low (YTD): 2024-05-03 2.97
52W High: 2024-02-23 4.09
52W Low: 2023-10-27 1.73
Avg. price 1W:   3.45
Avg. volume 1W:   0.00
Avg. price 1M:   3.51
Avg. volume 1M:   0.00
Avg. price 6M:   3.39
Avg. volume 6M:   2.10
Avg. price 1Y:   2.78
Avg. volume 1Y:   1.02
Volatility 1M:   72.05%
Volatility 6M:   56.91%
Volatility 1Y:   56.24%
Volatility 3Y:   -