BNP Paribas Call 90 GPN 17.01.2025
/ DE000PN38HG8
BNP Paribas Call 90 GPN 17.01.202.../ DE000PN38HG8 /
| 2024-07-26 8:36:59 AM |
Chg.+0.04 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
+2.72% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
1.03 |
| Time value: |
0.65 |
| Break-even: |
99.71 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
2.44% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
4.05 |
| Rho: |
0.24 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.12% |
| 1 Month |
|
|
+17.05% |
| 3 Months |
|
|
-60.47% |
| YTD |
|
|
-63.08% |
| 1 Year |
|
|
-47.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.47 |
| 1M High / 1M Low: |
1.87 |
1.23 |
| 6M High / 6M Low: |
5.03 |
1.12 |
| High (YTD): |
2024-02-15 |
5.03 |
| Low (YTD): |
2024-06-19 |
1.12 |
| 52W High: |
2024-02-15 |
5.03 |
| 52W Low: |
2024-06-19 |
1.12 |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.32 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
101.60% |
| Volatility 6M: |
|
85.88% |
| Volatility 1Y: |
|
80.78% |
| Volatility 3Y: |
|
- |
