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BNP Paribas Call 110 GPN 17.01.20.../  DE000PN38HJ2  /

EUWAX
2024-06-07  8:37:09 AM Chg.-0.030 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.550EUR -5.17% -
Bid Size: -		 -
Ask Size: -		 Global Payments Inc 110.00 USD 2025-01-17 Call
 

Master data

WKN: PN38HJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 110.00 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: 15.33
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.25
Parity: -1.14
Time value: 0.59
Break-even: 107.74
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.33
Spread abs.: 0.04
Spread %: 7.27%
Delta: 0.40
Theta: -0.02
Omega: 6.21
Rho: 0.19
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -57.03%
3 Months
  -79.25%
YTD
  -80.07%
1 Year
  -61.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.550
1M High / 1M Low: 1.300 0.550
6M High / 6M Low: 3.520 0.550
High (YTD): 2024-02-15 3.520
Low (YTD): 2024-06-07 0.550
52W High: 2024-02-15 3.520
52W Low: 2024-06-07 0.550
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.906
Avg. volume 1M:   0.000
Avg. price 6M:   2.406
Avg. volume 6M:   0.000
Avg. price 1Y:   2.240
Avg. volume 1Y:   0.000
Volatility 1M:   115.28%
Volatility 6M:   105.12%
Volatility 1Y:   101.89%
Volatility 3Y:   -