BNP Paribas Call 90 GPN 20.12.2024
/ DE000PN38HB9
BNP Paribas Call 90 GPN 20.12.202.../ DE000PN38HB9 /
| 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 |
| 1.46EUR |
+2.82% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.43% |
| 1 Month |
|
|
+19.67% |
| 3 Months |
|
|
-61.38% |
| YTD |
|
|
-63.95% |
| 1 Year |
|
|
-48.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.42 |
| 1M High / 1M Low: |
1.82 |
1.18 |
| 6M High / 6M Low: |
5.00 |
1.06 |
| High (YTD): |
2024-02-15 |
5.00 |
| Low (YTD): |
2024-06-19 |
1.06 |
| 52W High: |
2024-02-15 |
5.00 |
| 52W Low: |
2024-06-19 |
1.06 |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.28 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
107.09% |
| Volatility 6M: |
|
88.38% |
| Volatility 1Y: |
|
82.46% |
| Volatility 3Y: |
|
- |
