BNP Paribas Call 24 GFT 20.12.2024
/ DE000PN6ZRV9
BNP Paribas Call 24 GFT 20.12.202.../ DE000PN6ZRV9 /
| 6/11/2024 1:21:08 PM |
Chg.-0.020 |
Bid6/11/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-4.00% |
0.480
Bid Size: 35,000 |
-
Ask Size: - |
GFT TECHNOLOGIES SE |
24.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PN6ZRV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GFT TECHNOLOGIES SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/9/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.34 |
| Parity: |
0.35 |
| Time value: |
0.16 |
| Break-even: |
29.00 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
4.21 |
| Rho: |
0.08 |
Quote data
| Open: |
0.500 |
| High: |
0.510 |
| Low: |
0.480 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.43% |
| 1 Month |
|
|
-12.73% |
| 3 Months |
|
|
-11.11% |
| YTD |
|
|
-48.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.480 |
| 1M High / 1M Low: |
0.580 |
0.470 |
| 6M High / 6M Low: |
1.150 |
0.470 |
| High (YTD): |
1/29/2024 |
1.150 |
| Low (YTD): |
5/31/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.522 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.740 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.49% |
| Volatility 6M: |
|
118.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
