BNP Paribas Call 90 GPN 17.01.2025
/ DE000PN38HG8
BNP Paribas Call 90 GPN 17.01.202.../ DE000PN38HG8 /
| 2024-11-25 9:50:36 PM |
Chg.+0.110 |
Bid9:59:14 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.770EUR |
+4.14% |
-
Bid Size: - |
-
Ask Size: - |
Global Payments Inc |
90.00 - |
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 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-02 |
| Last trading day: |
2024-11-26 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
1.72 |
| Historic volatility: |
0.27 |
| Parity: |
1.92 |
| Time value: |
0.85 |
| Break-even: |
117.70 |
| Moneyness: |
1.21 |
| Premium: |
0.08 |
| Premium p.a.: |
2.71 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.35 |
| Omega: |
2.96 |
| Rho: |
0.03 |
Quote data
| Open: |
2.690 |
| High: |
2.800 |
| Low: |
2.680 |
| Previous Close: |
2.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+102.19% |
| YTD |
|
|
-31.94% |
| 1 Year |
|
|
-29.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
2.770 |
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: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
1.740 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.671 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
160.18% |
| Volatility 1Y: |
|
122.92% |
| Volatility 3Y: |
|
- |
