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BNP Paribas Call 120 GPN 20.12.20.../  DE000PN38HE3  /

Frankfurt Zert./BNP
2024-06-18  9:50:39 AM Chg.+0.010 Bid10:01:10 AM Ask10:01:10 AM Underlying Strike price Expiration date Option type
0.210EUR +5.00% 0.210
Bid Size: 10,000		 0.330
Ask Size: 9,091		 Global Payments Inc 120.00 USD 2024-12-20 Call
 

Master data

WKN: PN38HE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-02
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.97
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -2.43
Time value: 0.25
Break-even: 114.23
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.70
Spread abs.: 0.04
Spread %: 19.05%
Delta: 0.22
Theta: -0.02
Omega: 7.72
Rho: 0.09
 

Quote data

Open: 0.210
High: 0.210
Low: 0.200
Previous Close: 0.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -65.00%
3 Months
  -89.86%
YTD
  -89.95%
1 Year
  -79.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.180
1M High / 1M Low: 0.550 0.180
6M High / 6M Low: 2.800 0.180
High (YTD): 2024-02-14 2.800
Low (YTD): 2024-06-13 0.180
52W High: 2024-02-14 2.800
52W Low: 2024-06-13 0.180
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.321
Avg. volume 1M:   0.000
Avg. price 6M:   1.674
Avg. volume 6M:   0.000
Avg. price 1Y:   1.646
Avg. volume 1Y:   0.000
Volatility 1M:   133.33%
Volatility 6M:   117.29%
Volatility 1Y:   119.35%
Volatility 3Y:   -