BNP Paribas Call 130 ICE 21.06.2024
/ DE000PN7B7L9
BNP Paribas Call 130 ICE 21.06.20.../ DE000PN7B7L9 /
| 2024-05-17 8:23:30 AM |
Chg.-0.050 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.94% |
| 1 Month |
|
|
+38.89% |
| 3 Months |
|
|
-35.34% |
| 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: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.548 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.700 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.33% |
| Volatility 6M: |
|
220.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
