OverviewChartNewsTraderScreen

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

EUWAX
8/29/2024  6:10:00 PM Chg.+0.003 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.071EUR +4.41% -
Bid Size: -		 -
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: 31.89
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.33
Parity: -0.30
Time value: 0.07
Break-even: 24.66
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.67
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.29
Theta: -0.01
Omega: 9.32
Rho: 0.02
 

Quote data

Open: 0.067
High: 0.072
Low: 0.066
Previous Close: 0.068
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.13%
1 Month
  -70.42%
3 Months
  -85.51%
YTD
  -92.37%
1 Year
  -88.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.089 0.068
1M High / 1M Low: 0.240 0.067
6M High / 6M Low: 1.080 0.067
High (YTD): 1/29/2024 1.160
Low (YTD): 8/16/2024 0.067
52W High: 1/29/2024 1.160
52W Low: 8/16/2024 0.067
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.452
Avg. volume 6M:   0.000
Avg. price 1Y:   0.642
Avg. volume 1Y:   0.000
Volatility 1M:   194.48%
Volatility 6M:   135.02%
Volatility 1Y:   122.65%
Volatility 3Y:   -