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BNP Paribas Call 140 GPN 17.01.20.../  DE000PN38HM6  /

Frankfurt Zert./BNP
2024-07-25  9:20:43 PM Chg.0.000 Bid9:31:14 PM Ask9:31:14 PM Underlying Strike price Expiration date Option type
0.100EUR 0.00% 0.100
Bid Size: 41,800		 0.140
Ask Size: 41,800		 Global Payments Inc 140.00 USD 2025-01-17 Call
 

Master data

WKN: PN38HM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-02
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.84
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.25
Parity: -3.84
Time value: 0.14
Break-even: 130.58
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 1.13
Spread abs.: 0.04
Spread %: 40.00%
Delta: 0.13
Theta: -0.02
Omega: 8.40
Rho: 0.05
 

Quote data

Open: 0.090
High: 0.120
Low: 0.090
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month  
+25.00%
3 Months
  -87.50%
YTD
  -92.06%
1 Year
  -87.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.100
1M High / 1M Low: 0.160 0.050
6M High / 6M Low: 1.740 0.040
High (YTD): 2024-02-14 1.740
Low (YTD): 2024-06-19 0.040
52W High: 2024-02-14 1.740
52W Low: 2024-06-19 0.040
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.701
Avg. volume 6M:   0.000
Avg. price 1Y:   0.896
Avg. volume 1Y:   0.000
Volatility 1M:   387.81%
Volatility 6M:   263.58%
Volatility 1Y:   207.56%
Volatility 3Y:   -