OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
2024-05-17  9:50:29 PM Chg.+0.030 Bid9:59:08 PM Ask9:59:08 PM Underlying Strike price Expiration date Option type
0.810EUR +3.85% 0.850
Bid Size: 3,530		 0.870
Ask Size: 3,449		 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: 14.64
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.77
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.77
Time value: 0.10
Break-even: 128.31
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 2.35%
Delta: 0.87
Theta: -0.04
Omega: 12.67
Rho: 0.09
 

Quote data

Open: 0.750
High: 0.810
Low: 0.740
Previous Close: 0.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+44.64%
1 Month  
+37.29%
3 Months
  -30.17%
YTD  
+6.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.530
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:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.560
Avg. volume 1M:   0.000
Avg. price 6M:   0.702
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   408.50%
Volatility 6M:   233.24%
Volatility 1Y:   -
Volatility 3Y:   -