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

EUWAX
2024-07-12  8:36:31 AM Chg.+0.080 Bid8:32:20 PM Ask8:32:20 PM Underlying Strike price Expiration date Option type
0.800EUR +11.11% 0.850
Bid Size: 24,400		 0.890
Ask Size: 24,400		 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: 10.48
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: 0.800
Low: 0.800
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.44%
1 Month
  -1.23%
3 Months
  -72.88%
YTD
  -75.98%
1 Year
  -64.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.720
1M High / 1M Low: 0.860 0.620
6M High / 6M Low: 4.200 0.620
High (YTD): 2024-02-15 4.200
Low (YTD): 2024-06-19 0.620
52W High: 2024-02-15 4.200
52W Low: 2024-06-19 0.620
Avg. price 1W:   0.774
Avg. volume 1W:   0.000
Avg. price 1M:   0.759
Avg. volume 1M:   0.000
Avg. price 6M:   2.512
Avg. volume 6M:   0.000
Avg. price 1Y:   2.676
Avg. volume 1Y:   0.000
Volatility 1M:   131.03%
Volatility 6M:   99.70%
Volatility 1Y:   93.18%
Volatility 3Y:   -