BNP Paribas Call 110 ICE 21.06.2024
/ DE000PN7B7J3
BNP Paribas Call 110 ICE 21.06.20.../ DE000PN7B7J3 /
2024-05-10 9:50:32 PM |
Chg.-0.090 |
Bid9:59:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.270EUR |
-3.81% |
- Bid Size: - |
- Ask Size: - |
Intercontinental Exc... |
110.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PN7B7J |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Intercontinental Exchange Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-16 |
Last trading day: |
2024-05-13 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.77 |
Intrinsic value: |
1.73 |
Implied volatility: |
0.81 |
Historic volatility: |
0.15 |
Parity: |
1.73 |
Time value: |
0.53 |
Break-even: |
132.60 |
Moneyness: |
1.16 |
Premium: |
0.04 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.77 |
Theta: |
-0.15 |
Omega: |
4.32 |
Rho: |
0.07 |
Quote data
Open: |
2.400 |
High: |
2.450 |
Low: |
2.240 |
Previous Close: |
2.360 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+8.10% |
3 Months |
|
|
-16.85% |
YTD |
|
|
+9.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.360 |
1.590 |
6M High / 6M Low: |
2.900 |
0.910 |
High (YTD): |
2024-02-22 |
2.900 |
Low (YTD): |
2024-05-02 |
1.590 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.094 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.075 |
Avg. volume 6M: |
|
77.143 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.93% |
Volatility 6M: |
|
96.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |