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BNP Paribas Call 110 ICE 17.01.20.../  DE000PE9AY89  /

Frankfurt Zert./BNP
2024-06-07  8:50:41 AM Chg.-0.010 Bid9:01:02 AM Ask9:01:02 AM Underlying Strike price Expiration date Option type
2.680EUR -0.37% 2.690
Bid Size: 1,250		 2.730
Ask Size: 1,250		 Intercontinental Exc... 110.00 - 2025-01-17 Call
 

Master data

WKN: PE9AY8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intercontinental Exchange Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.51
Leverage: Yes

Calculated values

Fair value: 1.76
Intrinsic value: 1.45
Implied volatility: 0.50
Historic volatility: 0.15
Parity: 1.45
Time value: 1.31
Break-even: 137.60
Moneyness: 1.13
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 1.10%
Delta: 0.72
Theta: -0.04
Omega: 3.23
Rho: 0.38
 

Quote data

Open: 2.680
High: 2.680
Low: 2.680
Previous Close: 2.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.28%
1 Month
  -1.47%
3 Months
  -15.19%
YTD  
+7.20%
1 Year  
+82.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.720 2.570
1M High / 1M Low: 2.990 2.500
6M High / 6M Low: 3.300 1.390
High (YTD): 2024-02-22 3.300
Low (YTD): 2024-05-02 2.120
52W High: 2024-02-22 3.300
52W Low: 2023-11-02 1.200
Avg. price 1W:   2.656
Avg. volume 1W:   0.000
Avg. price 1M:   2.757
Avg. volume 1M:   0.000
Avg. price 6M:   2.670
Avg. volume 6M:   0.000
Avg. price 1Y:   2.133
Avg. volume 1Y:   0.000
Volatility 1M:   57.96%
Volatility 6M:   68.76%
Volatility 1Y:   67.39%
Volatility 3Y:   -