BNP Paribas Call 120 ICE 20.06.2025
/ DE000PC389G4
BNP Paribas Call 120 ICE 20.06.20.../ DE000PC389G4 /
| 2024-05-31 9:50:25 PM |
Chg.-0.020 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.270EUR |
-0.87% |
2.310
Bid Size: 2,500 |
2.330
Ask Size: 2,500 |
Intercontinental Exc... |
120.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PC389G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intercontinental Exchange Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.15 |
| Parity: |
1.28 |
| Time value: |
1.05 |
| Break-even: |
133.91 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.87% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
3.96 |
| Rho: |
0.72 |
Quote data
| Open: |
2.270 |
| High: |
2.320 |
| Low: |
2.260 |
| Previous Close: |
2.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.35% |
| 1 Month |
|
|
+5.09% |
| 3 Months |
|
|
-20.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.490 |
2.200 |
| 1M High / 1M Low: |
2.630 |
1.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
