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BNP Paribas Call 100 GPN 17.01.20.../  DE000PN38HH6  /

EUWAX
26/07/2024  08:36:59 Chg.+0.040 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.980EUR +4.26% -
Bid Size: -		 -
Ask Size: -		 Global Payments Inc 100.00 USD 17/01/2025 Call
 

Master data

WKN: PN38HH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 17/01/2025
Issue date: 02/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.40
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.11
Implied volatility: 0.38
Historic volatility: 0.25
Parity: 0.11
Time value: 1.00
Break-even: 103.22
Moneyness: 1.01
Premium: 0.11
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 3.74%
Delta: 0.60
Theta: -0.03
Omega: 5.00
Rho: 0.21
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month  
+20.99%
3 Months
  -67.97%
YTD
  -71.09%
1 Year
  -57.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.940
1M High / 1M Low: 1.280 0.770
6M High / 6M Low: 4.250 0.690
High (YTD): 15/02/2024 4.250
Low (YTD): 19/06/2024 0.690
52W High: 15/02/2024 4.250
52W Low: 19/06/2024 0.690
Avg. price 1W:   1.000
Avg. volume 1W:   0.000
Avg. price 1M:   0.939
Avg. volume 1M:   0.000
Avg. price 6M:   2.357
Avg. volume 6M:   0.000
Avg. price 1Y:   2.667
Avg. volume 1Y:   0.000
Volatility 1M:   125.01%
Volatility 6M:   102.41%
Volatility 1Y:   94.68%
Volatility 3Y:   -