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BNP Paribas Call 22 GFT 20.12.202.../  DE000PN6ZRU1  /

Frankfurt Zert./BNP
28/08/2024  21:20:18 Chg.-0.010 Bid21:58:01 Ask- Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.130
Bid Size: 14,600		 -
Ask Size: -		 GFT TECHNOLOGIES SE 22.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 09/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.11
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.33
Parity: -0.09
Time value: 0.14
Break-even: 23.40
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.38
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.48
Theta: -0.01
Omega: 7.29
Rho: 0.03
 

Quote data

Open: 0.150
High: 0.150
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -63.16%
3 Months
  -78.46%
YTD
  -87.16%
1 Year
  -79.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.360 0.130
6M High / 6M Low: 1.230 0.130
High (YTD): 29/01/2024 1.310
Low (YTD): 14/08/2024 0.130
52W High: 29/01/2024 1.310
52W Low: 14/08/2024 0.130
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.211
Avg. volume 1M:   0.000
Avg. price 6M:   0.588
Avg. volume 6M:   0.000
Avg. price 1Y:   0.778
Avg. volume 1Y:   0.000
Volatility 1M:   184.86%
Volatility 6M:   120.09%
Volatility 1Y:   108.13%
Volatility 3Y:   -