BNP Paribas Call 85 GPN 20.12.2024
/ DE000PG2P1L5
BNP Paribas Call 85 GPN 20.12.202.../ DE000PG2P1L5 /
| 2024-07-26 9:50:26 PM |
Chg.+0.180 |
Bid9:57:35 PM |
Ask9:57:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
+10.11% |
1.930
Bid Size: 15,400 |
1.970
Ask Size: 15,400 |
Global Payments Inc |
85.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PG2P1L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.25 |
| Parity: |
1.49 |
| Time value: |
0.48 |
| Break-even: |
98.00 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
2.07% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
3.74 |
| Rho: |
0.22 |
Quote data
| Open: |
1.790 |
| High: |
1.960 |
| Low: |
1.780 |
| Previous Close: |
1.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
+29.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.730 |
| 1M High / 1M Low: |
2.110 |
1.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.734 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
