BNP Paribas Call 85 GPN 17.01.2025
/ DE000PG2P1R2
BNP Paribas Call 85 GPN 17.01.202.../ DE000PG2P1R2 /
| 05/07/2024 09:20:22 |
Chg.+0.05 |
Bid21:54:57 |
Ask21:54:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
+3.05% |
1.64
Bid Size: 13,900 |
1.68
Ask Size: 13,900 |
Global Payments Inc |
85.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PG2P1R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
14/06/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.25 |
| Parity: |
1.07 |
| Time value: |
0.72 |
| Break-even: |
96.53 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.12 |
| Spread %: |
7.19% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
3.65 |
| Rho: |
0.25 |
Quote data
| Open: |
1.69 |
| High: |
1.69 |
| Low: |
1.69 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.96% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.73 |
1.58 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
