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

Frankfurt Zert./BNP
17/06/2024  21:50:21 Chg.-0.010 Bid21:59:19 Ask21:59:19 Underlying Strike price Expiration date Option type
0.200EUR -4.76% 0.210
Bid Size: 10,000		 0.250
Ask Size: 10,000		 Global Payments Inc 120.00 USD 20/12/2024 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: 20/12/2024
Issue date: 02/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.20
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -2.41
Time value: 0.25
Break-even: 114.62
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.68
Spread abs.: 0.04
Spread %: 19.05%
Delta: 0.22
Theta: -0.02
Omega: 7.79
Rho: 0.09
 

Quote data

Open: 0.210
High: 0.220
Low: 0.180
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -66.67%
3 Months
  -90.05%
YTD
  -90.43%
1 Year
  -80.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.180
1M High / 1M Low: 0.600 0.180
6M High / 6M Low: 2.800 0.180
High (YTD): 14/02/2024 2.800
Low (YTD): 13/06/2024 0.180
52W High: 14/02/2024 2.800
52W Low: 13/06/2024 0.180
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.340
Avg. volume 1M:   0.000
Avg. price 6M:   1.686
Avg. volume 6M:   0.000
Avg. price 1Y:   1.651
Avg. volume 1Y:   0.000
Volatility 1M:   135.78%
Volatility 6M:   117.66%
Volatility 1Y:   119.50%
Volatility 3Y:   -