BNP Paribas Call 90 GPN 17.01.2025
/ DE000PN38HG8
BNP Paribas Call 90 GPN 17.01.202.../ DE000PN38HG8 /
| 30/08/2024 08:38:17 |
Chg.+0.35 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
+18.13% |
-
Bid Size: - |
-
Ask Size: - |
Global Payments Inc |
90.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
02/06/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
1.90 |
| Time value: |
0.33 |
| Break-even: |
103.77 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
1.83% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
3.83 |
| Rho: |
0.24 |
Quote data
| Open: |
2.28 |
| High: |
2.28 |
| Low: |
2.28 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.57% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+39.88% |
| YTD |
|
|
-44.25% |
| 1 Year |
|
|
-48.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.93 |
| 1M High / 1M Low: |
2.28 |
0.97 |
| 6M High / 6M Low: |
4.59 |
0.97 |
| High (YTD): |
15/02/2024 |
5.03 |
| Low (YTD): |
05/08/2024 |
0.97 |
| 52W High: |
15/02/2024 |
5.03 |
| 52W Low: |
05/08/2024 |
0.97 |
| Avg. price 1W: |
|
2.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.11 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
220.62% |
| Volatility 6M: |
|
122.71% |
| Volatility 1Y: |
|
98.52% |
| Volatility 3Y: |
|
- |
