BNP Paribas Call 115 GPN 20.12.2024
/ DE000PG2P1H3
BNP Paribas Call 115 GPN 20.12.20.../ DE000PG2P1H3 /
2024-08-30 9:50:31 PM |
Chg.-0.030 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
-4.76% |
0.590 Bid Size: 11,300 |
0.630 Ask Size: 11,300 |
Global Payments Inc |
115.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PG2P1H |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Global Payments Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-06-14 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
-0.36 |
Time value: |
0.63 |
Break-even: |
110.40 |
Moneyness: |
0.97 |
Premium: |
0.10 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.04 |
Spread %: |
6.78% |
Delta: |
0.48 |
Theta: |
-0.04 |
Omega: |
7.72 |
Rho: |
0.13 |
Quote data
Open: |
0.660 |
High: |
0.670 |
Low: |
0.580 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.26% |
1 Month |
|
|
+57.89% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.490 |
1M High / 1M Low: |
0.630 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.485 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
293.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |