BNP Paribas Call 95 GPN 21.03.2025
/ DE000PG4VVG5
BNP Paribas Call 95 GPN 21.03.202.../ DE000PG4VVG5 /
30/08/2024 19:20:47 |
Chg.-0.050 |
Bid19:22:29 |
Ask19:22:29 |
Underlying |
Strike price |
Expiration date |
Option type |
1.990EUR |
-2.45% |
1.980 Bid Size: 26,600 |
2.020 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: |
1.980 |
Previous Close: |
2.040 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.58% |
1 Month |
|
|
+25.16% |
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: |
|
- |