BNP Paribas Call 24 GFT 20.12.2024
/ DE000PN6ZRV9
BNP Paribas Call 24 GFT 20.12.202.../ DE000PN6ZRV9 /
| 2024-06-04 8:20:53 AM |
Chg.0.000 |
Bid8:47:39 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
GFT TECHNOLOGIES SE |
24.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN6ZRV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GFT TECHNOLOGIES SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.34 |
| Parity: |
0.28 |
| Time value: |
0.19 |
| Break-even: |
28.70 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
4.16 |
| Rho: |
0.08 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-21.54% |
| 3 Months |
|
|
-49.00% |
| YTD |
|
|
-45.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.470 |
| 1M High / 1M Low: |
0.650 |
0.470 |
| 6M High / 6M Low: |
1.150 |
0.470 |
| High (YTD): |
2024-01-29 |
1.150 |
| Low (YTD): |
2024-05-31 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.538 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.762 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.17% |
| Volatility 6M: |
|
119.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
