BNP Paribas Call 22 GFT 20.12.2024
/ DE000PN6ZRU1
BNP Paribas Call 22 GFT 20.12.202.../ DE000PN6ZRU1 /
| 2024-05-23 9:20:25 PM |
Chg.-0.010 |
Bid2024-05-23 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-1.47% |
0.670
Bid Size: 6,000 |
-
Ask Size: - |
GFT TECHNOLOGIES SE |
22.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN6ZRU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GFT TECHNOLOGIES SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.35 |
| Parity: |
0.57 |
| Time value: |
0.12 |
| Break-even: |
28.80 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
3.46 |
| Rho: |
0.10 |
Quote data
| Open: |
0.680 |
| High: |
0.710 |
| Low: |
0.670 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.63% |
| 1 Month |
|
|
-11.84% |
| 3 Months |
|
|
-40.71% |
| YTD |
|
|
-38.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.630 |
| 1M High / 1M Low: |
0.800 |
0.630 |
| 6M High / 6M Low: |
1.310 |
0.630 |
| High (YTD): |
2024-01-29 |
1.310 |
| Low (YTD): |
2024-05-21 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.717 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.937 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.97% |
| Volatility 6M: |
|
105.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
