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BNP Paribas Call 140 GPN 20.12.20.../  DE000PN5BE46  /

EUWAX
2024-07-26  8:23:14 AM Chg.+0.010 Bid10:05:31 AM Ask10:05:31 AM Underlying Strike price Expiration date Option type
0.090EUR +12.50% 0.090
Bid Size: 27,100		 0.190
Ask Size: 27,100		 Global Payments Inc 140.00 USD 2024-12-20 Call
 

Master data

WKN: PN5BE4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 75.83
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -3.80
Time value: 0.12
Break-even: 130.22
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 1.43
Spread abs.: 0.04
Spread %: 50.00%
Delta: 0.12
Theta: -0.02
Omega: 8.90
Rho: 0.04
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month  
+50.00%
3 Months
  -88.75%
YTD
  -92.50%
1 Year
  -88.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.080
1M High / 1M Low: 0.140 0.030
6M High / 6M Low: 1.640 0.030
High (YTD): 2024-02-15 1.640
Low (YTD): 2024-07-04 0.030
52W High: 2024-02-15 1.640
52W Low: 2024-07-04 0.030
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.649
Avg. volume 6M:   0.000
Avg. price 1Y:   0.845
Avg. volume 1Y:   0.000
Volatility 1M:   561.76%
Volatility 6M:   290.58%
Volatility 1Y:   227.69%
Volatility 3Y:   -