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BNP Paribas Call 24 GFT 20.12.202.../  DE000PN6ZRV9  /

Frankfurt Zert./BNP
10/4/2024  9:20:24 PM Chg.-0.010 Bid10/4/2024 Ask- Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.120
Bid Size: 14,600		 -
Ask Size: -		 GFT TECHNOLOGIES SE 24.00 EUR 12/20/2024 Call
 

Master data

WKN: PN6ZRV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GFT TECHNOLOGIES SE
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 12/20/2024
Issue date: 8/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.00
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.32
Parity: -0.12
Time value: 0.12
Break-even: 25.20
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.62
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.44
Theta: -0.01
Omega: 8.31
Rho: 0.02
 

Quote data

Open: 0.130
High: 0.140
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+144.90%
3 Months
  -64.71%
YTD
  -87.10%
1 Year
  -80.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.150 0.048
6M High / 6M Low: 0.710 0.046
High (YTD): 1/29/2024 1.150
Low (YTD): 9/4/2024 0.046
52W High: 1/29/2024 1.150
52W Low: 9/4/2024 0.046
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.334
Avg. volume 6M:   0.000
Avg. price 1Y:   0.590
Avg. volume 1Y:   0.000
Volatility 1M:   473.10%
Volatility 6M:   230.85%
Volatility 1Y:   183.06%
Volatility 3Y:   -