OverviewChartNewsTraderScreen

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

EUWAX
2024-05-17  8:23:30 AM Chg.-0.050 Bid9:01:21 AM Ask9:01:21 AM Underlying Strike price Expiration date Option type
0.750EUR -6.25% 0.750
Bid Size: 4,000		 0.780
Ask Size: 3,847		 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: 16.38
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.65
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.65
Time value: 0.12
Break-even: 127.32
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 2.67%
Delta: 0.83
Theta: -0.04
Omega: 13.61
Rho: 0.09
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.94%
1 Month  
+41.51%
3 Months
  -33.63%
YTD
  -1.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.530
1M High / 1M Low: 0.800 0.260
6M High / 6M Low: 1.280 0.160
High (YTD): 2024-02-23 1.280
Low (YTD): 2024-05-03 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.626
Avg. volume 1W:   0.000
Avg. price 1M:   0.540
Avg. volume 1M:   0.000
Avg. price 6M:   0.695
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   334.02%
Volatility 6M:   220.26%
Volatility 1Y:   -
Volatility 3Y:   -