BNP Paribas Call 95 GPN 21.03.2025
/ DE000PG4VVG5
BNP Paribas Call 95 GPN 21.03.202.../ DE000PG4VVG5 /
| 30/08/2024 17:21:14 |
Chg.-0.040 |
Bid17:31:50 |
Ask17:31:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.000EUR |
-1.96% |
2.000
Bid Size: 26,600 |
2.040
Ask Size: 26,600 |
Global Payments Inc |
95.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PG4VVG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
1.43 |
| Time value: |
0.62 |
| Break-even: |
106.24 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
1.99% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
3.77 |
| Rho: |
0.32 |
Quote data
| Open: |
2.100 |
| High: |
2.120 |
| Low: |
2.000 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.09% |
| 1 Month |
|
|
+25.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.810 |
| 1M High / 1M Low: |
2.040 |
1.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.684 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
