BNP Paribas Call 105 GPN 21.03.2025
/ DE000PG4VVB6
BNP Paribas Call 105 GPN 21.03.20.../ DE000PG4VVB6 /
8/30/2024 8:57:05 AM |
Chg.+0.26 |
Bid4:34:42 PM |
Ask4:34:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.48EUR |
+21.31% |
1.40 Bid Size: 21,600 |
1.44 Ask Size: 21,600 |
Global Payments Inc |
105.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
PG4VVB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Global Payments Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
7/25/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.11 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.37 |
Historic volatility: |
0.24 |
Parity: |
0.53 |
Time value: |
0.92 |
Break-even: |
109.26 |
Moneyness: |
1.06 |
Premium: |
0.09 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.04 |
Spread %: |
2.84% |
Delta: |
0.66 |
Theta: |
-0.03 |
Omega: |
4.55 |
Rho: |
0.29 |
Quote data
Open: |
1.48 |
High: |
1.48 |
Low: |
1.48 |
Previous Close: |
1.22 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.63% |
1 Month |
|
|
+37.04% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.36 |
1.22 |
1M High / 1M Low: |
1.39 |
0.60 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.32 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.13 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
238.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |