OverviewChartNewsTraderScreen

BNP Paribas Call 120 ICE 20.12.20.../  DE000PE9AY48  /

Frankfurt Zert./BNP
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
1.770EUR -1.12% 1.810
Bid Size: 3,700		 1.830
Ask Size: 3,700		 Intercontinental Exc... 120.00 - 2024-12-20 Call
 

Master data

WKN: PE9AY4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intercontinental Exchange Inc
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.78
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.34
Implied volatility: 0.42
Historic volatility: 0.15
Parity: 0.34
Time value: 1.48
Break-even: 138.20
Moneyness: 1.03
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 1.11%
Delta: 0.62
Theta: -0.04
Omega: 4.22
Rho: 0.32
 

Quote data

Open: 1.770
High: 1.820
Low: 1.760
Previous Close: 1.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.06%
1 Month  
+28.26%
3 Months
  -27.16%
YTD
  -2.75%
1 Year  
+71.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.030 1.700
1M High / 1M Low: 2.160 1.380
6M High / 6M Low: 2.510 0.850
High (YTD): 2024-02-22 2.510
Low (YTD): 2024-05-02 1.380
52W High: 2024-02-22 2.510
52W Low: 2023-11-02 0.750
Avg. price 1W:   1.824
Avg. volume 1W:   0.000
Avg. price 1M:   1.905
Avg. volume 1M:   0.000
Avg. price 6M:   1.895
Avg. volume 6M:   0.000
Avg. price 1Y:   1.486
Avg. volume 1Y:   0.000
Volatility 1M:   109.06%
Volatility 6M:   90.52%
Volatility 1Y:   85.86%
Volatility 3Y:   -