BNP Paribas Call 110 ICE 21.06.2024
/ DE000PN7B7J3
BNP Paribas Call 110 ICE 21.06.20.../ DE000PN7B7J3 /
| 10/05/2024 21:50:32 |
Chg.-0.090 |
Bid21:59:43 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.270EUR |
-3.81% |
-
Bid Size: - |
-
Ask Size: - |
Intercontinental Exc... |
110.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
PN7B7J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intercontinental Exchange Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
13/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
1.67 |
| Historic volatility: |
0.15 |
| Parity: |
1.39 |
| Time value: |
0.88 |
| Break-even: |
132.70 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
5.93 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
0.70 |
| Theta: |
-0.53 |
| Omega: |
3.85 |
| Rho: |
0.02 |
Quote data
| Open: |
2.400 |
| High: |
2.450 |
| Low: |
2.240 |
| Previous Close: |
2.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.81% |
| 3 Months |
|
|
-18.64% |
| YTD |
|
|
+9.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.360 |
2.270 |
| 6M High / 6M Low: |
2.900 |
1.160 |
| High (YTD): |
22/02/2024 |
2.900 |
| Low (YTD): |
02/05/2024 |
1.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.232 |
| Avg. volume 6M: |
|
88.269 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
94.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
