BNP Paribas Call 100 GPN 17.01.2025
/ DE000PN38HH6
BNP Paribas Call 100 GPN 17.01.20.../ DE000PN38HH6 /
| 2024-05-31 9:50:43 PM |
Chg.+0.030 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
+2.75% |
1.150
Bid Size: 3,400 |
1.190
Ask Size: 3,400 |
Global Payments Inc |
100.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN38HH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-02 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
0.17 |
| Time value: |
1.03 |
| Break-even: |
104.18 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
3.45% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
4.81 |
| Rho: |
0.29 |
Quote data
| Open: |
1.070 |
| High: |
1.120 |
| Low: |
1.020 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.44% |
| 1 Month |
|
|
-60.28% |
| 3 Months |
|
|
-67.54% |
| YTD |
|
|
-66.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
1.080 |
| 1M High / 1M Low: |
1.900 |
1.080 |
| 6M High / 6M Low: |
4.270 |
1.080 |
| High (YTD): |
2024-02-14 |
4.270 |
| Low (YTD): |
2024-05-29 |
1.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.087 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.82% |
| Volatility 6M: |
|
84.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
