BNP Paribas Call 100 ICE 19.12.2025
/ DE000PC1L7Z6
BNP Paribas Call 100 ICE 19.12.20.../ DE000PC1L7Z6 /
| 2024-05-31 9:50:36 PM |
Chg.-0.030 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.960EUR |
-0.75% |
4.000
Bid Size: 2,900 |
4.030
Ask Size: 2,900 |
Intercontinental Exc... |
100.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1L7Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intercontinental Exchange Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.67 |
| Intrinsic value: |
3.12 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
3.12 |
| Time value: |
0.91 |
| Break-even: |
132.48 |
| 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: |
2.65 |
| Rho: |
1.03 |
Quote data
| Open: |
3.980 |
| High: |
4.010 |
| Low: |
3.950 |
| Previous Close: |
3.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.04% |
| 1 Month |
|
|
+3.66% |
| 3 Months |
|
|
-12.20% |
| YTD |
|
|
+7.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.210 |
3.890 |
| 1M High / 1M Low: |
4.360 |
3.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-22 |
4.600 |
| Low (YTD): |
2024-01-03 |
3.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
