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BNP Paribas Call 110 GPN 17.01.20.../  DE000PN38HJ2  /

Frankfurt Zert./BNP
07/06/2024  21:50:23 Chg.0.000 Bid21:59:54 Ask21:59:54 Underlying Strike price Expiration date Option type
0.550EUR 0.00% 0.550
Bid Size: 5,455		 0.590
Ask Size: 5,085		 Global Payments Inc 110.00 USD 17/01/2025 Call
 

Master data

WKN: PN38HJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 17/01/2025
Issue date: 02/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.33
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.25
Parity: -1.14
Time value: 0.59
Break-even: 107.74
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.33
Spread abs.: 0.04
Spread %: 7.27%
Delta: 0.40
Theta: -0.02
Omega: 6.21
Rho: 0.19
 

Quote data

Open: 0.550
High: 0.600
Low: 0.530
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -57.03%
3 Months
  -79.63%
YTD
  -79.93%
1 Year
  -62.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.550
1M High / 1M Low: 1.320 0.550
6M High / 6M Low: 3.540 0.550
High (YTD): 14/02/2024 3.540
Low (YTD): 07/06/2024 0.550
52W High: 14/02/2024 3.540
52W Low: 07/06/2024 0.550
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.879
Avg. volume 1M:   0.000
Avg. price 6M:   2.378
Avg. volume 6M:   0.000
Avg. price 1Y:   2.226
Avg. volume 1Y:   0.000
Volatility 1M:   95.60%
Volatility 6M:   99.32%
Volatility 1Y:   100.53%
Volatility 3Y:   -