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BNP Paribas Call 120 GPN 20.12.20.../  DE000PN38HE3  /

Frankfurt Zert./BNP
26/07/2024  21:50:28 Chg.+0.050 Bid21:57:31 Ask21:57:31 Underlying Strike price Expiration date Option type
0.360EUR +16.13% 0.350
Bid Size: 14,000		 0.390
Ask Size: 14,000		 Global Payments Inc 120.00 USD 20/12/2024 Call
 

Master data

WKN: PN38HE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 20/12/2024
Issue date: 02/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.90
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.25
Parity: -1.73
Time value: 0.39
Break-even: 114.44
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.67
Spread abs.: 0.04
Spread %: 11.43%
Delta: 0.30
Theta: -0.03
Omega: 7.25
Rho: 0.10
 

Quote data

Open: 0.310
High: 0.360
Low: 0.310
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+63.64%
3 Months
  -78.05%
YTD
  -82.78%
1 Year
  -72.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.290
1M High / 1M Low: 0.430 0.210
6M High / 6M Low: 2.800 0.160
High (YTD): 14/02/2024 2.800
Low (YTD): 19/06/2024 0.160
52W High: 14/02/2024 2.800
52W Low: 19/06/2024 0.160
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.293
Avg. volume 1M:   0.000
Avg. price 6M:   1.257
Avg. volume 6M:   0.000
Avg. price 1Y:   1.539
Avg. volume 1Y:   0.000
Volatility 1M:   215.44%
Volatility 6M:   158.96%
Volatility 1Y:   137.10%
Volatility 3Y:   -