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

Frankfurt Zert./BNP
12/07/2024  11:50:38 Chg.-0.020 Bid12/07/2024 Ask12/07/2024 Underlying Strike price Expiration date Option type
0.290EUR -6.45% 0.290
Bid Size: 15,000		 0.390
Ask Size: 15,000		 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: 26.19
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -2.13
Time value: 0.34
Break-even: 113.75
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.60
Spread abs.: 0.04
Spread %: 13.33%
Delta: 0.27
Theta: -0.02
Omega: 7.07
Rho: 0.11
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+20.83%
3 Months
  -83.14%
YTD
  -86.64%
1 Year
  -79.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.250
1M High / 1M Low: 0.320 0.200
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:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.266
Avg. volume 1M:   0.000
Avg. price 6M:   1.481
Avg. volume 6M:   0.000
Avg. price 1Y:   1.649
Avg. volume 1Y:   0.000
Volatility 1M:   219.46%
Volatility 6M:   137.50%
Volatility 1Y:   124.14%
Volatility 3Y:   -