BNP Paribas Call 120 ICE 16.01.2026
/ DE000PC1L724
BNP Paribas Call 120 ICE 16.01.20.../ DE000PC1L724 /
| 07/11/2024 09:09:59 |
Chg.-0.26 |
Bid20:10:55 |
Ask20:10:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.15EUR |
-5.90% |
4.10
Bid Size: 9,200 |
4.13
Ask Size: 9,200 |
Intercontinental Exc... |
120.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1L72 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intercontinental Exchange Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.77 |
| Intrinsic value: |
3.33 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
3.33 |
| Time value: |
0.85 |
| Break-even: |
153.62 |
| Moneyness: |
1.30 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
0.72% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
2.96 |
| Rho: |
0.98 |
Quote data
| Open: |
4.15 |
| High: |
4.15 |
| Low: |
4.15 |
| Previous Close: |
4.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.82% |
| 1 Month |
|
|
-10.56% |
| 3 Months |
|
|
+5.87% |
| YTD |
|
|
+65.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.93 |
3.98 |
| 1M High / 1M Low: |
5.06 |
3.98 |
| 6M High / 6M Low: |
5.06 |
2.53 |
| High (YTD): |
25/10/2024 |
5.06 |
| Low (YTD): |
17/01/2024 |
2.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.25% |
| Volatility 6M: |
|
55.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
