BNP Paribas Call 125 ICE 21.06.2024
/ DE000PZ1ER46
BNP Paribas Call 125 ICE 21.06.20.../ DE000PZ1ER46 /
| 6/10/2024 9:50:32 AM |
Chg.-0.030 |
Bid10:00:29 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-3.57% |
0.810
Bid Size: 3,704 |
-
Ask Size: - |
Intercontinental Exc... |
125.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PZ1ER4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intercontinental Exchange Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
0.82 |
| Time value: |
0.01 |
| Break-even: |
124.27 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.02 |
| Omega: |
14.77 |
| Rho: |
0.03 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.800 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.22% |
| 1 Month |
|
|
-13.83% |
| 3 Months |
|
|
-47.74% |
| YTD |
|
|
-21.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.820 |
| 1M High / 1M Low: |
1.250 |
0.720 |
| 6M High / 6M Low: |
1.660 |
0.390 |
| High (YTD): |
2/22/2024 |
1.660 |
| Low (YTD): |
5/2/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.992 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.070 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.48% |
| Volatility 6M: |
|
181.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
