BNP Paribas Call 110 GPN 20.12.2024
/ DE000PN38HD5
BNP Paribas Call 110 GPN 20.12.20.../ DE000PN38HD5 /
2024-08-30 9:50:33 PM |
Chg.-0.030 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
-3.53% |
0.810 Bid Size: 11,700 |
0.850 Ask Size: 11,700 |
Global Payments Inc |
110.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PN38HD |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Global Payments Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-06-02 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
0.09 |
Time value: |
0.76 |
Break-even: |
108.07 |
Moneyness: |
1.01 |
Premium: |
0.08 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.04 |
Spread %: |
4.94% |
Delta: |
0.58 |
Theta: |
-0.04 |
Omega: |
6.85 |
Rho: |
0.15 |
Quote data
Open: |
0.890 |
High: |
0.900 |
Low: |
0.790 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.13% |
1 Month |
|
|
+60.78% |
3 Months |
|
|
+30.16% |
YTD |
|
|
-69.40% |
1 Year |
|
|
-73.46% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.680 |
1M High / 1M Low: |
0.850 |
0.370 |
6M High / 6M Low: |
2.960 |
0.320 |
High (YTD): |
2024-02-14 |
3.480 |
Low (YTD): |
2024-06-19 |
0.320 |
52W High: |
2024-02-14 |
3.480 |
52W Low: |
2024-06-19 |
0.320 |
Avg. price 1W: |
|
0.780 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.663 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.246 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.828 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
269.37% |
Volatility 6M: |
|
171.05% |
Volatility 1Y: |
|
134.22% |
Volatility 3Y: |
|
- |