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

EUWAX
2024-07-26  8:36:59 AM Chg.+0.030 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.550EUR +5.77% -
Bid Size: -		 -
Ask Size: -		 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: 13.91
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -0.81
Time value: 0.67
Break-even: 108.03
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.45
Spread abs.: 0.04
Spread %: 6.35%
Delta: 0.44
Theta: -0.04
Omega: 6.14
Rho: 0.14
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.06%
1 Month  
+30.95%
3 Months
  -76.09%
YTD
  -79.63%
1 Year
  -68.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.520
1M High / 1M Low: 0.760 0.400
6M High / 6M Low: 3.460 0.340
High (YTD): 2024-02-15 3.460
Low (YTD): 2024-06-19 0.340
52W High: 2024-02-15 3.460
52W Low: 2024-06-19 0.340
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.514
Avg. volume 1M:   0.000
Avg. price 6M:   1.731
Avg. volume 6M:   0.000
Avg. price 1Y:   2.037
Avg. volume 1Y:   0.000
Volatility 1M:   170.37%
Volatility 6M:   129.44%
Volatility 1Y:   115.25%
Volatility 3Y:   -