BNP Paribas Call 25 GFT 20.12.2024
/ DE000PN6ZRW7
BNP Paribas Call 25 GFT 20.12.202.../ DE000PN6ZRW7 /
| 6/18/2024 9:20:33 PM |
Chg.0.000 |
Bid6/18/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
0.00% |
0.370
Bid Size: 8,109 |
-
Ask Size: - |
GFT TECHNOLOGIES SE |
25.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PN6ZRW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GFT TECHNOLOGIES SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/9/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.35 |
| Parity: |
0.14 |
| Time value: |
0.23 |
| Break-even: |
28.70 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
4.70 |
| Rho: |
0.07 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.76% |
| 1 Month |
|
|
-24.49% |
| 3 Months |
|
|
-26.00% |
| YTD |
|
|
-56.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.330 |
| 1M High / 1M Low: |
0.480 |
0.330 |
| 6M High / 6M Low: |
1.070 |
0.330 |
| High (YTD): |
1/29/2024 |
1.070 |
| Low (YTD): |
6/13/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.425 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.654 |
| Avg. volume 6M: |
|
12 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.50% |
| Volatility 6M: |
|
124.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
