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BNP Paribas Call 22 GFT 20.12.202.../  DE000PN6ZRU1  /

Frankfurt Zert./BNP
9/20/2024  9:20:23 PM Chg.-0.010 Bid9/20/2024 Ask- Underlying Strike price Expiration date Option type
0.170EUR -5.56% 0.170
Bid Size: 11,400		 -
Ask Size: -		 GFT TECHNOLOGIES SE 22.00 EUR 12/20/2024 Call
 

Master data

WKN: PN6ZRU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GFT TECHNOLOGIES SE
Type: Warrant
Option type: Call
Strike price: 22.00 EUR
Maturity: 12/20/2024
Issue date: 8/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.91
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.33
Parity: -0.01
Time value: 0.17
Break-even: 23.70
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.36
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.55
Theta: -0.01
Omega: 7.10
Rho: 0.03
 

Quote data

Open: 0.170
High: 0.170
Low: 0.150
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month  
+13.33%
3 Months
  -68.52%
YTD
  -84.40%
1 Year
  -72.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.120
1M High / 1M Low: 0.180 0.100
6M High / 6M Low: 0.870 0.100
High (YTD): 1/29/2024 1.310
Low (YTD): 9/5/2024 0.100
52W High: 1/29/2024 1.310
52W Low: 9/5/2024 0.100
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   0.487
Avg. volume 6M:   0.000
Avg. price 1Y:   0.741
Avg. volume 1Y:   0.000
Volatility 1M:   243.08%
Volatility 6M:   143.35%
Volatility 1Y:   125.56%
Volatility 3Y:   -