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: |
|
- |
