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BNP Paribas Call 110 ICE 20.12.20.../  DE000PE9AY30  /

Frankfurt Zert./BNP
2024-05-31  9:50:31 PM Chg.-0.030 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
2.520EUR -1.18% 2.570
Bid Size: 5,300		 2.590
Ask Size: 5,300		 Intercontinental Exc... 110.00 - 2024-12-20 Call
 

Master data

WKN: PE9AY3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intercontinental Exchange Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.77
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 1.34
Implied volatility: 0.50
Historic volatility: 0.15
Parity: 1.34
Time value: 1.25
Break-even: 135.90
Moneyness: 1.12
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 0.78%
Delta: 0.71
Theta: -0.04
Omega: 3.38
Rho: 0.34
 

Quote data

Open: 2.530
High: 2.580
Low: 2.510
Previous Close: 2.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.03%
1 Month  
+8.15%
3 Months
  -20.75%
YTD  
+2.44%
1 Year  
+83.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.810 2.460
1M High / 1M Low: 2.940 2.050
6M High / 6M Low: 3.260 1.340
High (YTD): 2024-02-22 3.260
Low (YTD): 2024-05-02 2.050
52W High: 2024-02-22 3.260
52W Low: 2023-11-02 1.160
Avg. price 1W:   2.586
Avg. volume 1W:   0.000
Avg. price 1M:   2.666
Avg. volume 1M:   0.000
Avg. price 6M:   2.583
Avg. volume 6M:   11.200
Avg. price 1Y:   2.069
Avg. volume 1Y:   5.469
Volatility 1M:   85.78%
Volatility 6M:   72.35%
Volatility 1Y:   70.17%
Volatility 3Y:   -