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

Frankfurt Zert./BNP
13/09/2024  21:50:29 Chg.+0.050 Bid21:59:58 Ask21:59:58 Underlying Strike price Expiration date Option type
0.480EUR +11.63% 0.480
Bid Size: 12,500		 0.560
Ask Size: 12,500		 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: 20.56
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -0.96
Time value: 0.48
Break-even: 113.11
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.48
Spread abs.: 0.04
Spread %: 9.09%
Delta: 0.38
Theta: -0.03
Omega: 7.87
Rho: 0.11
 

Quote data

Open: 0.430
High: 0.500
Low: 0.430
Previous Close: 0.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+26.32%
3 Months  
+128.57%
YTD
  -77.88%
1 Year
  -78.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.430
1M High / 1M Low: 0.530 0.380
6M High / 6M Low: 2.370 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:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.460
Avg. volume 1M:   0.000
Avg. price 6M:   0.811
Avg. volume 6M:   0.000
Avg. price 1Y:   1.361
Avg. volume 1Y:   0.000
Volatility 1M:   170.30%
Volatility 6M:   191.49%
Volatility 1Y:   150.26%
Volatility 3Y:   -