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BNP Paribas Call 130 ICE 20.12.20.../  DE000PE9AY55  /

Frankfurt Zert./BNP
2024-05-31  9:50:31 PM Chg.-0.020 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
1.120EUR -1.75% 1.150
Bid Size: 2,900		 1.170
Ask Size: 2,900		 Intercontinental Exc... 130.00 - 2024-12-20 Call
 

Master data

WKN: PE9AY5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intercontinental Exchange Inc
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.55
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.15
Parity: -0.66
Time value: 1.17
Break-even: 141.70
Moneyness: 0.95
Premium: 0.15
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 1.74%
Delta: 0.51
Theta: -0.04
Omega: 5.37
Rho: 0.28
 

Quote data

Open: 1.120
High: 1.160
Low: 1.110
Previous Close: 1.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.50%
1 Month  
+7.69%
3 Months
  -36.72%
YTD
  -11.11%
1 Year  
+75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.340 1.070
1M High / 1M Low: 1.470 0.830
6M High / 6M Low: 1.840 0.490
High (YTD): 2024-02-22 1.840
Low (YTD): 2024-05-02 0.830
52W High: 2024-02-22 1.840
52W Low: 2023-11-02 0.460
Avg. price 1W:   1.168
Avg. volume 1W:   0.000
Avg. price 1M:   1.249
Avg. volume 1M:   0.000
Avg. price 6M:   1.288
Avg. volume 6M:   0.000
Avg. price 1Y:   1.001
Avg. volume 1Y:   0.000
Volatility 1M:   144.76%
Volatility 6M:   114.76%
Volatility 1Y:   105.85%
Volatility 3Y:   -