BNP Paribas Call 100 GPN 17.01.2025
/ DE000PN38HH6
BNP Paribas Call 100 GPN 17.01.20.../ DE000PN38HH6 /
| 2024-12-12 9:50:37 PM |
Chg.-0.110 |
Bid9:59:24 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.580EUR |
-6.51% |
-
Bid Size: - |
-
Ask Size: - |
Global Payments Inc |
100.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PN38HH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-02 |
| Last trading day: |
2024-12-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.27 |
| Parity: |
0.86 |
| Time value: |
0.72 |
| Break-even: |
115.80 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
1.88 |
| Spread abs.: |
0.02 |
| Spread %: |
1.28% |
| Delta: |
0.68 |
| Theta: |
-0.24 |
| Omega: |
4.64 |
| Rho: |
0.03 |
Quote data
| Open: |
1.670 |
| High: |
1.690 |
| Low: |
1.580 |
| Previous Close: |
1.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-18.56% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
-53.12% |
| 1 Year |
|
|
-51.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.940 |
1.530 |
| 6M High / 6M Low: |
1.940 |
0.550 |
| High (YTD): |
2024-02-14 |
4.270 |
| Low (YTD): |
2024-09-26 |
0.550 |
| 52W High: |
2024-02-14 |
4.270 |
| 52W Low: |
2024-09-26 |
0.550 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.173 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.991 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
90.04% |
| Volatility 6M: |
|
203.24% |
| Volatility 1Y: |
|
156.62% |
| Volatility 3Y: |
|
- |
