BNP Paribas Call 100 GPN 20.09.2024
/ DE000PC9P462
BNP Paribas Call 100 GPN 20.09.20.../ DE000PC9P462 /
30/08/2024 21:50:31 |
Chg.-0.020 |
Bid21:59:38 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.030EUR |
-1.90% |
1.020 Bid Size: 12,600 |
- Ask Size: - |
Global Payments Inc |
100.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
PC9P46 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Global Payments Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
13/05/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.01 |
Intrinsic value: |
0.98 |
Implied volatility: |
0.41 |
Historic volatility: |
0.24 |
Parity: |
0.98 |
Time value: |
0.09 |
Break-even: |
100.95 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.04 |
Spread %: |
3.88% |
Delta: |
0.87 |
Theta: |
-0.06 |
Omega: |
8.11 |
Rho: |
0.04 |
Quote data
Open: |
1.120 |
High: |
1.150 |
Low: |
0.980 |
Previous Close: |
1.050 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.19% |
1 Month |
|
|
+47.14% |
3 Months |
|
|
+35.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.050 |
0.810 |
1M High / 1M Low: |
1.050 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.964 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.743 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
399.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |