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BNP Paribas Call 110 GPN 20.12.20.../  DE000PN38HD5  /

Frankfurt Zert./BNP
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:   -