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BNP Paribas Call 130 ICE 21.06.20.../  DE000PN7B7L9  /

EUWAX
6/10/2024  10:13:26 AM Chg.-0.110 Bid1:00:26 PM Ask1:00:26 PM Underlying Strike price Expiration date Option type
0.390EUR -22.00% 0.370
Bid Size: 8,109		 0.390
Ask Size: 7,693		 Intercontinental Exc... 130.00 USD 6/21/2024 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: 6/21/2024
Issue date: 8/16/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.87
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.35
Implied volatility: 0.23
Historic volatility: 0.15
Parity: 0.35
Time value: 0.08
Break-even: 124.91
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 4.88%
Delta: 0.78
Theta: -0.08
Omega: 22.45
Rho: 0.03
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.36%
1 Month
  -41.79%
3 Months
  -66.38%
YTD
  -48.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.390
1M High / 1M Low: 0.850 0.260
6M High / 6M Low: 1.280 0.250
High (YTD): 2/23/2024 1.280
Low (YTD): 5/30/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.582
Avg. volume 1M:   0.000
Avg. price 6M:   0.743
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   363.11%
Volatility 6M:   242.39%
Volatility 1Y:   -
Volatility 3Y:   -