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BNP Paribas Call 140 GPN 20.12.20.../  DE000PN5BE46  /

Frankfurt Zert./BNP
2024-05-17  9:50:33 PM Chg.-0.020 Bid9:51:25 PM Ask9:51:25 PM Underlying Strike price Expiration date Option type
0.170EUR -10.53% 0.180
Bid Size: 10,000		 0.220
Ask Size: 10,000		 Global Payments Inc 140.00 USD 2024-12-20 Call
 

Master data

WKN: PN5BE4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.72
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -2.83
Time value: 0.23
Break-even: 131.12
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.56
Spread abs.: 0.04
Spread %: 21.05%
Delta: 0.20
Theta: -0.02
Omega: 8.61
Rho: 0.10
 

Quote data

Open: 0.190
High: 0.190
Low: 0.170
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.05%
1 Month
  -76.06%
3 Months
  -87.41%
YTD
  -85.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.850 0.170
6M High / 6M Low: 1.660 0.170
High (YTD): 2024-02-14 1.660
Low (YTD): 2024-05-17 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.456
Avg. volume 1M:   0.000
Avg. price 6M:   1.005
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   245.74%
Volatility 6M:   149.03%
Volatility 1Y:   -
Volatility 3Y:   -