BNP Paribas Call 105 GPN 17.01.2025
/ DE000PG2P1N1
BNP Paribas Call 105 GPN 17.01.20.../ DE000PG2P1N1 /
| 2024-11-07 1:50:37 PM |
Chg.+0.040 |
Bid2024-11-07 |
Ask2024-11-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
+3.31% |
1.250
Bid Size: 12,600 |
1.350
Ask Size: 12,600 |
Global Payments Inc |
105.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PG2P1N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.94 |
| Time value: |
0.31 |
| Break-even: |
110.34 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
3.31% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
6.51 |
| Rho: |
0.13 |
Quote data
| Open: |
1.220 |
| High: |
1.250 |
| Low: |
1.220 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+104.92% |
| 1 Month |
|
|
+212.50% |
| 3 Months |
|
|
+60.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.570 |
| 1M High / 1M Low: |
1.210 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
