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

EUWAX
10/15/2024  9:48:04 AM Chg.+0.110 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.740EUR +17.46% -
Bid Size: -		 -
Ask Size: -		 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: 11.91
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.24
Implied volatility: 0.40
Historic volatility: 0.26
Parity: 0.24
Time value: 0.55
Break-even: 99.57
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.37
Spread abs.: 0.04
Spread %: 5.33%
Delta: 0.61
Theta: -0.05
Omega: 7.23
Rho: 0.09
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.04%
1 Month
  -44.78%
3 Months
  -22.11%
YTD
  -77.78%
1 Year
  -71.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.540
1M High / 1M Low: 1.520 0.500
6M High / 6M Low: 3.160 0.500
High (YTD): 2/15/2024 4.200
Low (YTD): 10/3/2024 0.500
52W High: 2/15/2024 4.200
52W Low: 10/3/2024 0.500
Avg. price 1W:   0.614
Avg. volume 1W:   0.000
Avg. price 1M:   0.865
Avg. volume 1M:   0.000
Avg. price 6M:   1.217
Avg. volume 6M:   0.000
Avg. price 1Y:   2.156
Avg. volume 1Y:   0.000
Volatility 1M:   279.32%
Volatility 6M:   194.24%
Volatility 1Y:   147.24%
Volatility 3Y:   -