BNP Paribas Call 95 GPN 17.01.2025
/ DE000PG2P1Q4
BNP Paribas Call 95 GPN 17.01.202.../ DE000PG2P1Q4 /
| 07/11/2024 12:58:33 |
Chg.+0.57 |
Bid14:40:03 |
Ask14:40:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
+38.51% |
2.03
Bid Size: 11,900 |
2.13
Ask Size: 11,900 |
Global Payments Inc |
95.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PG2P1Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
14/06/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
1.87 |
| Time value: |
0.17 |
| Break-even: |
108.92 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
2.00% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
4.64 |
| Rho: |
0.14 |
Quote data
| Open: |
2.02 |
| High: |
2.05 |
| Low: |
2.02 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+97.12% |
| 1 Month |
|
|
+132.95% |
| 3 Months |
|
|
+115.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.04 |
| 1M High / 1M Low: |
1.48 |
0.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
