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BNP Paribas Call 140 GPN 20.12.20.../  DE000PN5BE46  /

Frankfurt Zert./BNP
2024-06-07  9:50:35 PM Chg.-0.010 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.060EUR -14.29% 0.060
Bid Size: 10,000		 0.100
Ask Size: 10,000		 Global Payments Inc 140.00 USD 2024-12-20 Call
 

Master data

WKN: PN5BE4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 89.76
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.24
Parity: -3.88
Time value: 0.10
Break-even: 129.54
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.98
Spread abs.: 0.04
Spread %: 66.67%
Delta: 0.10
Theta: -0.01
Omega: 9.39
Rho: 0.05
 

Quote data

Open: 0.060
High: 0.070
Low: 0.060
Previous Close: 0.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -76.92%
3 Months
  -94.29%
YTD
  -94.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.060
1M High / 1M Low: 0.270 0.060
6M High / 6M Low: 1.660 0.060
High (YTD): 2024-02-14 1.660
Low (YTD): 2024-06-04 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.144
Avg. volume 1M:   0.000
Avg. price 6M:   0.936
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.54%
Volatility 6M:   156.74%
Volatility 1Y:   -
Volatility 3Y:   -