BNP Paribas Call 140 GPN 19.12.20.../  DE000PC1L0Q0  /

EUWAX
2024-05-21  9:20:01 AM Chg.-0.070 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.790EUR -8.14% -
Bid Size: -
-
Ask Size: -
Global Payments Inc 140.00 USD 2025-12-19 Call
 

Master data

WKN: PC1L0Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.91
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.25
Parity: -3.00
Time value: 0.83
Break-even: 137.21
Moneyness: 0.77
Premium: 0.39
Premium p.a.: 0.23
Spread abs.: 0.05
Spread %: 6.41%
Delta: 0.38
Theta: -0.02
Omega: 4.47
Rho: 0.46
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.23%
1 Month
  -50.31%
3 Months
  -61.08%
YTD
  -58.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.860
1M High / 1M Low: 1.870 0.860
6M High / 6M Low: - -
High (YTD): 2024-02-15 2.550
Low (YTD): 2024-05-20 0.860
52W High: - -
52W Low: - -
Avg. price 1W:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   1.231
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -