BNP Paribas Call 105 ICE 21.06.2024
/ DE000PZ081D7
BNP Paribas Call 105 ICE 21.06.20.../ DE000PZ081D7 /
| 2024-04-16 9:50:42 PM |
Chg.0.000 |
Bid9:59:26 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.510EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Intercontinental Exc... |
105.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ081D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intercontinental Exchange Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-04-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.15 |
| Parity: |
2.23 |
| Time value: |
0.28 |
| Break-even: |
130.10 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.05 |
| Spread %: |
2.03% |
| Delta: |
0.85 |
| Theta: |
-0.10 |
| Omega: |
4.30 |
| Rho: |
0.08 |
Quote data
| Open: |
2.490 |
| High: |
2.670 |
| Low: |
2.430 |
| Previous Close: |
2.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-20.06% |
| YTD |
|
|
+1.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
3.340 |
1.230 |
| High (YTD): |
2024-02-22 |
3.340 |
| Low (YTD): |
2024-01-03 |
2.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
2.476 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
77.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
