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

EUWAX
7/12/2024  8:22:15 AM Chg.+0.009 Bid4:05:05 PM Ask4:05:05 PM Underlying Strike price Expiration date Option type
0.060EUR +17.65% 0.070
Bid Size: 57,600		 0.110
Ask Size: 57,600		 Global Payments Inc 140.00 USD 12/20/2024 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: 12/20/2024
Issue date: 6/27/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 80.96
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -3.97
Time value: 0.11
Break-even: 129.85
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 1.35
Spread abs.: 0.04
Spread %: 57.14%
Delta: 0.11
Theta: -0.01
Omega: 8.87
Rho: 0.04
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.051
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+17.65%
3 Months
  -92.59%
YTD
  -95.00%
1 Year
  -92.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.051
1M High / 1M Low: 0.070 0.030
6M High / 6M Low: 1.640 0.030
High (YTD): 2/15/2024 1.640
Low (YTD): 7/4/2024 0.030
52W High: 2/15/2024 1.640
52W Low: 7/4/2024 0.030
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.735
Avg. volume 6M:   0.000
Avg. price 1Y:   0.874
Avg. volume 1Y:   0.000
Volatility 1M:   563.28%
Volatility 6M:   280.32%
Volatility 1Y:   220.63%
Volatility 3Y:   -