OverviewChartNewsTraderScreen

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

EUWAX
2024-09-20  6:09:44 PM Chg.-0.010 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.160EUR -5.88% -
Bid Size: -		 -
Ask Size: -		 GFT TECHNOLOGIES SE 22.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-08-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.31
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.02
Implied volatility: 0.37
Historic volatility: 0.33
Parity: 0.02
Time value: 0.17
Break-even: 23.80
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.57
Theta: -0.01
Omega: 7.01
Rho: 0.03
 

Quote data

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

Performance

1 Week  
+6.67%
1 Month     0.00%
3 Months
  -69.81%
YTD
  -85.32%
1 Year
  -72.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.170 0.100
6M High / 6M Low: 0.860 0.100
High (YTD): 2024-01-29 1.320
Low (YTD): 2024-09-05 0.100
52W High: 2024-01-29 1.320
52W Low: 2024-09-05 0.100
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   0.489
Avg. volume 6M:   0.000
Avg. price 1Y:   0.740
Avg. volume 1Y:   0.000
Volatility 1M:   196.23%
Volatility 6M:   128.52%
Volatility 1Y:   118.11%
Volatility 3Y:   -