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BNP Paribas Call 100 GPN 20.12.20.../  DE000PN38HC7  /

Frankfurt Zert./BNP
2024-06-28  9:50:32 PM Chg.+0.070 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
0.810EUR +9.46% 0.840
Bid Size: 11,800		 0.880
Ask Size: 11,800		 Global Payments Inc 100.00 USD 2024-12-20 Call
 

Master data

WKN: PN38HC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-02
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.26
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.25
Parity: -0.31
Time value: 0.88
Break-even: 102.14
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.30
Spread abs.: 0.04
Spread %: 4.76%
Delta: 0.53
Theta: -0.03
Omega: 5.42
Rho: 0.19
 

Quote data

Open: 0.760
High: 0.810
Low: 0.740
Previous Close: 0.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.46%
1 Month
  -20.59%
3 Months
  -77.56%
YTD
  -75.53%
1 Year
  -51.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.740
1M High / 1M Low: 1.060 0.610
6M High / 6M Low: 4.230 0.610
High (YTD): 2024-02-14 4.230
Low (YTD): 2024-06-19 0.610
52W High: 2024-02-14 4.230
52W Low: 2024-06-19 0.610
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   0.798
Avg. volume 1M:   0.000
Avg. price 6M:   2.668
Avg. volume 6M:   0.000
Avg. price 1Y:   2.704
Avg. volume 1Y:   0.000
Volatility 1M:   144.94%
Volatility 6M:   98.30%
Volatility 1Y:   94.95%
Volatility 3Y:   -