BNP Paribas Call 115 GPN 21.03.2025
/ DE000PG4VU88
BNP Paribas Call 115 GPN 21.03.20.../ DE000PG4VU88 /
30/08/2024 19:21:04 |
Chg.-0.040 |
Bid19:22:34 |
Ask19:22:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
-4.21% |
0.900 Bid Size: 19,800 |
0.940 Ask Size: 19,800 |
Global Payments Inc |
115.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
PG4VU8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Global Payments Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
25/07/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.24 |
Parity: |
-0.37 |
Time value: |
0.97 |
Break-even: |
113.49 |
Moneyness: |
0.96 |
Premium: |
0.13 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.04 |
Spread %: |
4.30% |
Delta: |
0.53 |
Theta: |
-0.03 |
Omega: |
5.44 |
Rho: |
0.24 |
Quote data
Open: |
0.990 |
High: |
1.000 |
Low: |
0.900 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.41% |
1 Month |
|
|
+22.97% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.790 |
1M High / 1M Low: |
0.950 |
0.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.876 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.755 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
241.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |