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BNP Paribas Call 140 ICE 17.01.20.../  DE000PE9AZB2  /

Frankfurt Zert./BNP
2024-05-31  9:50:32 PM Chg.-0.020 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
0.710EUR -2.74% 0.740
Bid Size: 4,055		 0.760
Ask Size: 3,948		 Intercontinental Exc... 140.00 - 2025-01-17 Call
 

Master data

WKN: PE9AZB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intercontinental Exchange Inc
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.24
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.15
Parity: -1.66
Time value: 0.76
Break-even: 147.60
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 2.70%
Delta: 0.39
Theta: -0.03
Omega: 6.37
Rho: 0.26
 

Quote data

Open: 0.710
High: 0.750
Low: 0.710
Previous Close: 0.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.47%
1 Month  
+1.43%
3 Months
  -43.65%
YTD
  -17.44%
1 Year  
+57.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.670
1M High / 1M Low: 0.990 0.530
6M High / 6M Low: 1.320 0.290
High (YTD): 2024-02-22 1.320
Low (YTD): 2024-05-02 0.530
52W High: 2024-02-22 1.320
52W Low: 2023-11-02 0.280
Avg. price 1W:   0.746
Avg. volume 1W:   0.000
Avg. price 1M:   0.820
Avg. volume 1M:   0.000
Avg. price 6M:   0.881
Avg. volume 6M:   0.000
Avg. price 1Y:   0.684
Avg. volume 1Y:   0.000
Volatility 1M:   168.55%
Volatility 6M:   134.60%
Volatility 1Y:   124.39%
Volatility 3Y:   -