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

EUWAX
6/14/2024  6:09:53 PM Chg.+0.070 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.590EUR +13.46% -
Bid Size: -
-
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: 4.49
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.41
Implied volatility: 0.45
Historic volatility: 0.35
Parity: 0.41
Time value: 0.18
Break-even: 27.80
Moneyness: 1.18
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: -0.01
Spread %: -1.69%
Delta: 0.77
Theta: -0.01
Omega: 3.46
Rho: 0.07
 

Quote data

Open: 0.540
High: 0.590
Low: 0.540
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.35%
1 Month
  -18.06%
3 Months
  -16.90%
YTD
  -45.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.520
1M High / 1M Low: 0.730 0.520
6M High / 6M Low: 1.320 0.520
High (YTD): 1/29/2024 1.320
Low (YTD): 6/13/2024 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.653
Avg. volume 1M:   0.000
Avg. price 6M:   0.875
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.40%
Volatility 6M:   106.09%
Volatility 1Y:   -
Volatility 3Y:   -