BNP Paribas Call 120 ICE 17.01.2025
/ DE000PE9AY97
BNP Paribas Call 120 ICE 17.01.20.../ DE000PE9AY97 /
| 2024-05-31 9:50:42 PM |
Chg.-0.020 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
-1.08% |
1.880
Bid Size: 3,300 |
1.900
Ask Size: 3,300 |
Intercontinental Exc... |
120.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PE9AY9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intercontinental Exchange Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.15 |
| Parity: |
0.34 |
| Time value: |
1.56 |
| Break-even: |
139.00 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.06% |
| Delta: |
0.63 |
| Theta: |
-0.04 |
| Omega: |
4.07 |
| Rho: |
0.37 |
Quote data
| Open: |
1.840 |
| High: |
1.890 |
| Low: |
1.830 |
| Previous Close: |
1.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.24% |
| 1 Month |
|
|
+7.60% |
| 3 Months |
|
|
-26.10% |
| YTD |
|
|
-1.60% |
| 1 Year |
|
|
+84.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.090 |
1.770 |
| 1M High / 1M Low: |
2.230 |
1.460 |
| 6M High / 6M Low: |
2.560 |
0.900 |
| High (YTD): |
2024-02-22 |
2.560 |
| Low (YTD): |
2024-05-02 |
1.460 |
| 52W High: |
2024-02-22 |
2.560 |
| 52W Low: |
2023-11-02 |
0.790 |
| Avg. price 1W: |
|
1.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.978 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.950 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.538 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
103.42% |
| Volatility 6M: |
|
85.99% |
| Volatility 1Y: |
|
82.67% |
| Volatility 3Y: |
|
- |
