BNP Paribas Call 115 ICE 21.06.2024
/ DE000PZ081C9
BNP Paribas Call 115 ICE 21.06.20.../ DE000PZ081C9 /
10/05/2024 21:50:34 |
Chg.-0.080 |
Bid21:59:28 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.820EUR |
-4.21% |
- Bid Size: - |
- Ask Size: - |
Intercontinental Exc... |
115.00 - |
21/06/2024 |
Call |
Master data
WKN: |
PZ081C |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Intercontinental Exchange Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 - |
Maturity: |
21/06/2024 |
Issue date: |
10/11/2023 |
Last trading day: |
13/05/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.87 |
Intrinsic value: |
0.84 |
Implied volatility: |
1.21 |
Historic volatility: |
0.15 |
Parity: |
0.84 |
Time value: |
0.98 |
Break-even: |
133.20 |
Moneyness: |
1.07 |
Premium: |
0.08 |
Premium p.a.: |
3.02 |
Spread abs.: |
0.01 |
Spread %: |
0.55% |
Delta: |
0.65 |
Theta: |
-0.33 |
Omega: |
4.44 |
Rho: |
0.03 |
Quote data
Open: |
1.950 |
High: |
2.000 |
Low: |
1.780 |
Previous Close: |
1.900 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+56.90% |
3 Months |
|
|
-23.53% |
YTD |
|
|
+7.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.900 |
1.160 |
6M High / 6M Low: |
2.470 |
0.660 |
High (YTD): |
22/02/2024 |
2.470 |
Low (YTD): |
02/05/2024 |
1.160 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.654 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.774 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.04% |
Volatility 6M: |
|
117.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |