BNP Paribas Call 95 GPN 20.09.2024
/ DE000PG2P1D2
BNP Paribas Call 95 GPN 20.09.202.../ DE000PG2P1D2 /
| 25/07/2024 21:50:26 |
Chg.+0.050 |
Bid21:58:27 |
Ask21:58:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+6.33% |
0.820
Bid Size: 13,100 |
0.860
Ask Size: 13,100 |
Global Payments Inc |
95.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PG2P1D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
14/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.25 |
| Parity: |
0.31 |
| Time value: |
0.52 |
| Break-even: |
95.95 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.04 |
| Spread %: |
5.06% |
| Delta: |
0.62 |
| Theta: |
-0.06 |
| Omega: |
6.83 |
| Rho: |
0.08 |
Quote data
| Open: |
0.780 |
| High: |
0.950 |
| Low: |
0.740 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
+31.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.790 |
| 1M High / 1M Low: |
1.110 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.782 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
