BNP Paribas Call 140 GPN 16.01.20.../  DE000PC1L0Y4  /

EUWAX
2024-05-31  9:13:46 AM Chg.+0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.630EUR +1.61% -
Bid Size: -
-
Ask Size: -
Global Payments Inc 140.00 USD 2026-01-16 Call
 

Master data

WKN: PC1L0Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.04
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.25
Parity: -3.52
Time value: 0.72
Break-even: 136.25
Moneyness: 0.73
Premium: 0.45
Premium p.a.: 0.26
Spread abs.: 0.05
Spread %: 7.46%
Delta: 0.34
Theta: -0.01
Omega: 4.45
Rho: 0.40
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.27%
1 Month
  -64.61%
3 Months
  -68.97%
YTD
  -67.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.620
1M High / 1M Low: 1.100 0.620
6M High / 6M Low: - -
High (YTD): 2024-02-15 2.600
Low (YTD): 2024-05-30 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.886
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -