BNP Paribas Call 22 GFT 20.12.2024
/ DE000PN6ZRU1
BNP Paribas Call 22 GFT 20.12.202.../ DE000PN6ZRU1 /
| 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: |
|
- |
