BNP Paribas Call 125 ICE 21.06.2024
/ DE000PZ1ER46
BNP Paribas Call 125 ICE 21.06.20.../ DE000PZ1ER46 /
| 2024-05-17 9:50:31 PM |
Chg.+0.030 |
Bid9:59:39 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+2.48% |
1.290
Bid Size: 4,800 |
-
Ask Size: - |
Intercontinental Exc... |
125.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1ER4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intercontinental Exchange Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
1.23 |
| Time value: |
0.06 |
| Break-even: |
127.91 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
9.41 |
| Rho: |
0.10 |
Quote data
| Open: |
1.170 |
| High: |
1.240 |
| Low: |
1.150 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.91% |
| 1 Month |
|
|
+40.91% |
| 3 Months |
|
|
-16.22% |
| YTD |
|
|
+20.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.900 |
| 1M High / 1M Low: |
1.250 |
0.440 |
| 6M High / 6M Low: |
1.660 |
0.280 |
| High (YTD): |
2024-02-22 |
1.660 |
| Low (YTD): |
2024-05-02 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.905 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.993 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.79% |
| Volatility 6M: |
|
182.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
