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BNP Paribas Call 130 ICE 21.06.20.../  DE000PN7B7L9  /

Frankfurt Zert./BNP
2024-05-31  9:50:38 PM Chg.-0.020 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.410EUR -4.65% 0.450
Bid Size: 6,667		 0.470
Ask Size: 6,383		 Intercontinental Exc... 130.00 USD 2024-06-21 Call
 

Master data

WKN: PN7B7L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intercontinental Exchange Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.26
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.36
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.36
Time value: 0.11
Break-even: 124.53
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.76
Theta: -0.05
Omega: 19.86
Rho: 0.05
 

Quote data

Open: 0.410
High: 0.460
Low: 0.400
Previous Close: 0.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -34.92%
1 Month     0.00%
3 Months
  -65.55%
YTD
  -46.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.350
1M High / 1M Low: 0.820 0.210
6M High / 6M Low: 1.280 0.170
High (YTD): 2024-02-22 1.280
Low (YTD): 2024-05-02 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.570
Avg. volume 1M:   0.000
Avg. price 6M:   0.728
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   401.30%
Volatility 6M:   240.63%
Volatility 1Y:   -
Volatility 3Y:   -