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BNP Paribas Call 90 GPN 20.12.202.../  DE000PN38HB9  /

EUWAX
6/14/2024  8:37:22 AM Chg.-0.12 Bid12:32:54 PM Ask12:32:54 PM Underlying Strike price Expiration date Option type
1.13EUR -9.60% 1.11
Bid Size: 4,100		 1.21
Ask Size: 4,100		 Global Payments Inc 90.00 USD 12/20/2024 Call
 

Master data

WKN: PN38HB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 12/20/2024
Issue date: 6/2/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.52
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.34
Implied volatility: 0.37
Historic volatility: 0.25
Parity: 0.34
Time value: 0.82
Break-even: 95.42
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.04
Spread %: 3.57%
Delta: 0.64
Theta: -0.03
Omega: 4.80
Rho: 0.23
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.12%
1 Month
  -50.87%
3 Months
  -74.66%
YTD
  -72.10%
1 Year
  -52.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.38 1.25
1M High / 1M Low: 2.36 1.25
6M High / 6M Low: 5.00 1.25
High (YTD): 2/15/2024 5.00
Low (YTD): 6/13/2024 1.25
52W High: 2/15/2024 5.00
52W Low: 6/13/2024 1.25
Avg. price 1W:   1.33
Avg. volume 1W:   0.00
Avg. price 1M:   1.75
Avg. volume 1M:   0.00
Avg. price 6M:   3.64
Avg. volume 6M:   0.00
Avg. price 1Y:   3.42
Avg. volume 1Y:   0.00
Volatility 1M:   78.12%
Volatility 6M:   74.99%
Volatility 1Y:   77.60%
Volatility 3Y:   -