BNP Paribas Call 24 GFT 20.12.202.../  DE000PN6ZRV9  /

Frankfurt Zert./BNP
2024-06-14  9:20:27 PM Chg.+0.050 Bid9:58:07 PM Ask- Underlying Strike price Expiration date Option type
0.440EUR +12.82% 0.450
Bid Size: 7,200
-
Ask Size: -
GFT TECHNOLOGIES SE 24.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-08-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.79
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.21
Implied volatility: 0.44
Historic volatility: 0.35
Parity: 0.21
Time value: 0.25
Break-even: 28.50
Moneyness: 1.09
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.68
Theta: -0.01
Omega: 3.96
Rho: 0.07
 

Quote data

Open: 0.400
High: 0.450
Low: 0.400
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -22.81%
3 Months
  -22.81%
YTD
  -52.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.390
1M High / 1M Low: 0.580 0.390
6M High / 6M Low: 1.150 0.390
High (YTD): 2024-01-29 1.150
Low (YTD): 2024-06-13 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.508
Avg. volume 1M:   0.000
Avg. price 6M:   0.729
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.66%
Volatility 6M:   120.25%
Volatility 1Y:   -
Volatility 3Y:   -