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

EUWAX
09/08/2024  08:34:51 Chg.+0.25 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
1.14EUR +28.09% -
Bid Size: -		 -
Ask Size: -		 Global Payments Inc 100.00 USD 20/12/2024 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: 20/12/2024
Issue date: 02/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.08
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.37
Implied volatility: 0.41
Historic volatility: 0.24
Parity: 0.37
Time value: 0.81
Break-even: 103.42
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.25
Spread abs.: 0.04
Spread %: 3.51%
Delta: 0.63
Theta: -0.04
Omega: 5.11
Rho: 0.18
 

Quote data

Open: 1.14
High: 1.14
Low: 1.14
Previous Close: 0.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.15%
1 Month  
+48.05%
3 Months
  -34.86%
YTD
  -65.77%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.530
1M High / 1M Low: 1.220 0.530
6M High / 6M Low: 4.200 0.530
High (YTD): 15/02/2024 4.200
Low (YTD): 05/08/2024 0.530
52W High: 15/02/2024 4.200
52W Low: 05/08/2024 0.530
Avg. price 1W:   0.734
Avg. volume 1W:   0.000
Avg. price 1M:   0.914
Avg. volume 1M:   0.000
Avg. price 6M:   2.081
Avg. volume 6M:   0.000
Avg. price 1Y:   2.543
Avg. volume 1Y:   0.000
Volatility 1M:   266.30%
Volatility 6M:   145.82%
Volatility 1Y:   115.93%
Volatility 3Y:   -