BNP Paribas Call 25 GFT 20.12.2024
/ DE000PN6ZRW7
BNP Paribas Call 25 GFT 20.12.202.../ DE000PN6ZRW7 /
| 2024-05-24 5:21:06 PM |
Chg.+0.030 |
Bid2024-05-24 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+6.52% |
0.490
Bid Size: 34,000 |
-
Ask Size: - |
GFT TECHNOLOGIES SE |
25.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN6ZRW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GFT TECHNOLOGIES SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.35 |
| Parity: |
0.27 |
| Time value: |
0.19 |
| Break-even: |
29.60 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
4.39 |
| Rho: |
0.09 |
Quote data
| Open: |
0.470 |
| High: |
0.490 |
| Low: |
0.460 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.91% |
| 3 Months |
|
|
-45.56% |
| YTD |
|
|
-43.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.420 |
| 1M High / 1M Low: |
0.580 |
0.420 |
| 6M High / 6M Low: |
1.070 |
0.420 |
| High (YTD): |
2024-01-29 |
1.070 |
| Low (YTD): |
2024-05-21 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.508 |
| Avg. volume 1M: |
|
71.429 |
| Avg. price 6M: |
|
0.720 |
| Avg. volume 6M: |
|
254.032 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.45% |
| Volatility 6M: |
|
125.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
