BNP Paribas Call 140 GPN 16.01.20.../  DE000PC1L0Y4  /

EUWAX
2024-06-07  9:21:52 AM Chg.-0.020 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.560EUR -3.45% -
Bid Size: -
-
Ask Size: -
Global Payments Inc 140.00 USD 2026-01-16 Call
 

Master data

WKN: PC1L0Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.59
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.25
Parity: -3.92
Time value: 0.62
Break-even: 135.81
Moneyness: 0.70
Premium: 0.50
Premium p.a.: 0.29
Spread abs.: 0.05
Spread %: 8.77%
Delta: 0.31
Theta: -0.01
Omega: 4.52
Rho: 0.35
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -46.15%
3 Months
  -71.43%
YTD
  -71.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.560
1M High / 1M Low: 1.100 0.560
6M High / 6M Low: - -
High (YTD): 2024-02-15 2.600
Low (YTD): 2024-06-07 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   0.598
Avg. volume 1W:   0.000
Avg. price 1M:   0.790
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -