BNP Paribas Call 130 ICE 20.09.2024
/ DE000PC389E9
BNP Paribas Call 130 ICE 20.09.20.../ DE000PC389E9 /
| 2024-05-31 9:50:32 PM |
Chg.-0.030 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-3.57% |
0.850
Bid Size: 3,530 |
0.870
Ask Size: 3,449 |
Intercontinental Exc... |
130.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC389E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intercontinental Exchange Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.36 |
| Time value: |
0.51 |
| Break-even: |
128.53 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
9.28 |
| Rho: |
0.22 |
Quote data
| Open: |
0.810 |
| High: |
0.860 |
| Low: |
0.800 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.80% |
| 1 Month |
|
|
+47.27% |
| 3 Months |
|
|
-45.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.760 |
| 1M High / 1M Low: |
1.170 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
