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

Frankfurt Zert./BNP
7/12/2024  7:50:34 PM Chg.+0.030 Bid8:04:58 PM Ask8:04:58 PM Underlying Strike price Expiration date Option type
0.860EUR +3.61% 0.860
Bid Size: 24,400		 0.900
Ask Size: 24,400		 Global Payments Inc 100.00 USD 12/20/2024 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: 12/20/2024
Issue date: 6/2/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.48
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -0.29
Time value: 0.85
Break-even: 100.46
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.31
Spread abs.: 0.04
Spread %: 4.94%
Delta: 0.53
Theta: -0.03
Omega: 5.51
Rho: 0.17
 

Quote data

Open: 0.800
High: 0.890
Low: 0.800
Previous Close: 0.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.50%
1 Month  
+19.44%
3 Months
  -70.24%
YTD
  -74.02%
1 Year
  -61.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.710
1M High / 1M Low: 0.880 0.610
6M High / 6M Low: 4.230 0.610
High (YTD): 2/14/2024 4.230
Low (YTD): 6/19/2024 0.610
52W High: 2/14/2024 4.230
52W Low: 6/19/2024 0.610
Avg. price 1W:   0.770
Avg. volume 1W:   0.000
Avg. price 1M:   0.750
Avg. volume 1M:   0.000
Avg. price 6M:   2.488
Avg. volume 6M:   0.000
Avg. price 1Y:   2.659
Avg. volume 1Y:   0.000
Volatility 1M:   148.67%
Volatility 6M:   100.32%
Volatility 1Y:   94.43%
Volatility 3Y:   -