BNP Paribas Call 22 GFT 20.12.2024
/ DE000PN6ZRU1
BNP Paribas Call 22 GFT 20.12.202.../ DE000PN6ZRU1 /
| 7/29/2024 6:09:52 PM |
Chg.-0.020 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-5.26% |
-
Bid Size: - |
-
Ask Size: - |
GFT TECHNOLOGIES SE |
22.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PN6ZRU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GFT TECHNOLOGIES SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/9/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.34 |
| Parity: |
0.22 |
| Time value: |
0.16 |
| Break-even: |
25.80 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
-0.01 |
| Spread %: |
-2.56% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
4.53 |
| Rho: |
0.05 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.360 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-53.25% |
| YTD |
|
|
-66.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.380 |
| 1M High / 1M Low: |
0.480 |
0.380 |
| 6M High / 6M Low: |
1.320 |
0.380 |
| High (YTD): |
1/29/2024 |
1.320 |
| Low (YTD): |
7/26/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.755 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.89% |
| Volatility 6M: |
|
96.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
