OverviewChartNewsTraderScreen

BNP Paribas Call 90 GPN 20.12.202.../  DE000PN38HB9  /

Frankfurt Zert./BNP
2024-07-26  9:50:39 PM Chg.+0.160 Bid9:57:31 PM Ask9:57:31 PM Underlying Strike price Expiration date Option type
1.620EUR +10.96% 1.600
Bid Size: 14,700		 1.640
Ask Size: 14,700		 Global Payments Inc 90.00 USD 2024-12-20 Call
 

Master data

WKN: PN38HB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-02
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.68
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.03
Implied volatility: 0.44
Historic volatility: 0.25
Parity: 1.03
Time value: 0.61
Break-even: 99.31
Moneyness: 1.12
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 2.50%
Delta: 0.73
Theta: -0.03
Omega: 4.15
Rho: 0.21
 

Quote data

Open: 1.470
High: 1.620
Low: 1.460
Previous Close: 1.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month  
+33.88%
3 Months
  -56.22%
YTD
  -59.80%
1 Year
  -41.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.620 1.420
1M High / 1M Low: 1.770 1.170
6M High / 6M Low: 5.020 1.040
High (YTD): 2024-02-14 5.020
Low (YTD): 2024-06-19 1.040
52W High: 2024-02-14 5.020
52W Low: 2024-06-19 1.040
Avg. price 1W:   1.516
Avg. volume 1W:   0.000
Avg. price 1M:   1.418
Avg. volume 1M:   0.000
Avg. price 6M:   2.940
Avg. volume 6M:   0.000
Avg. price 1Y:   3.260
Avg. volume 1Y:   0.000
Volatility 1M:   111.44%
Volatility 6M:   89.73%
Volatility 1Y:   83.36%
Volatility 3Y:   -