OverviewChartNewsTraderScreen

BNP Paribas Call 90 GPN 17.01.202.../  DE000PN38HG8  /

Frankfurt Zert./BNP
2024-10-04  9:50:31 PM Chg.+0.030 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
1.170EUR +2.63% 1.190
Bid Size: 17,300		 1.230
Ask Size: 17,300		 Global Payments Inc 90.00 USD 2025-01-17 Call
 

Master data

WKN: PN38HG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-02
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.31
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.79
Implied volatility: 0.39
Historic volatility: 0.26
Parity: 0.79
Time value: 0.44
Break-even: 94.30
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 3.36%
Delta: 0.72
Theta: -0.04
Omega: 5.27
Rho: 0.15
 

Quote data

Open: 1.170
High: 1.240
Low: 1.130
Previous Close: 1.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.60%
1 Month
  -42.65%
3 Months
  -12.69%
YTD
  -71.25%
1 Year
  -64.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 1.140
1M High / 1M Low: 2.310 1.070
6M High / 6M Low: 4.020 1.070
High (YTD): 2024-02-14 5.060
Low (YTD): 2024-09-26 1.070
52W High: 2024-02-14 5.060
52W Low: 2024-09-26 1.070
Avg. price 1W:   1.250
Avg. volume 1W:   0.000
Avg. price 1M:   1.772
Avg. volume 1M:   0.000
Avg. price 6M:   2.018
Avg. volume 6M:   0.000
Avg. price 1Y:   2.903
Avg. volume 1Y:   0.000
Volatility 1M:   190.52%
Volatility 6M:   132.33%
Volatility 1Y:   104.12%
Volatility 3Y:   -