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BNP Paribas Call 120 GPN 17.01.20.../  DE000PN38HK0  /

Frankfurt Zert./BNP
25/07/2024  21:20:34 Chg.+0.010 Bid21:40:45 Ask21:40:45 Underlying Strike price Expiration date Option type
0.340EUR +3.03% 0.350
Bid Size: 25,400		 0.390
Ask Size: 25,400		 Global Payments Inc 120.00 USD 17/01/2025 Call
 

Master data

WKN: PN38HK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 17/01/2025
Issue date: 02/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.53
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.25
Parity: -1.99
Time value: 0.37
Break-even: 114.42
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.62
Spread abs.: 0.04
Spread %: 12.12%
Delta: 0.29
Theta: -0.03
Omega: 7.01
Rho: 0.11
 

Quote data

Open: 0.320
High: 0.390
Low: 0.300
Previous Close: 0.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.93%
1 Month  
+21.43%
3 Months
  -79.52%
YTD
  -84.33%
1 Year
  -76.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.330
1M High / 1M Low: 0.490 0.250
6M High / 6M Low: 2.870 0.200
High (YTD): 14/02/2024 2.870
Low (YTD): 19/06/2024 0.200
52W High: 14/02/2024 2.870
52W Low: 19/06/2024 0.200
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.328
Avg. volume 1M:   0.000
Avg. price 6M:   1.352
Avg. volume 6M:   0.000
Avg. price 1Y:   1.609
Avg. volume 1Y:   0.000
Volatility 1M:   187.67%
Volatility 6M:   146.78%
Volatility 1Y:   128.87%
Volatility 3Y:   -