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

Frankfurt Zert./BNP
9/13/2024  9:50:35 PM Chg.+0.110 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
1.370EUR +8.73% 1.360
Bid Size: 15,600		 1.440
Ask Size: 15,600		 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: 7.48
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 0.84
Implied volatility: 0.40
Historic volatility: 0.24
Parity: 0.84
Time value: 0.48
Break-even: 103.46
Moneyness: 1.09
Premium: 0.05
Premium p.a.: 0.19
Spread abs.: 0.04
Spread %: 3.13%
Delta: 0.72
Theta: -0.04
Omega: 5.38
Rho: 0.16
 

Quote data

Open: 1.270
High: 1.410
Low: 1.270
Previous Close: 1.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.38%
1 Month  
+22.32%
3 Months  
+92.96%
YTD
  -58.61%
1 Year
  -60.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.370 1.260
1M High / 1M Low: 1.430 1.120
6M High / 6M Low: 3.690 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:   1.314
Avg. volume 1W:   0.000
Avg. price 1M:   1.314
Avg. volume 1M:   0.000
Avg. price 6M:   1.615
Avg. volume 6M:   0.000
Avg. price 1Y:   2.312
Avg. volume 1Y:   0.000
Volatility 1M:   119.59%
Volatility 6M:   141.88%
Volatility 1Y:   113.29%
Volatility 3Y:   -