BNP Paribas Call 30 GFT 20.12.2024
/ DE000PN6ZRZ0
BNP Paribas Call 30 GFT 20.12.202.../ DE000PN6ZRZ0 /
| 2024-05-17 9:20:22 PM |
Chg.-0.020 |
Bid2024-05-17 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-8.33% |
0.220
Bid Size: 11,400 |
-
Ask Size: - |
GFT TECHNOLOGIES SE |
30.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN6ZRZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GFT TECHNOLOGIES SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.35 |
| Parity: |
-0.22 |
| Time value: |
0.22 |
| Break-even: |
32.20 |
| Moneyness: |
0.93 |
| Premium: |
0.16 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
5.90 |
| Rho: |
0.06 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.220 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
-62.71% |
| YTD |
|
|
-59.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.300 |
0.200 |
| 6M High / 6M Low: |
0.730 |
0.200 |
| High (YTD): |
2024-01-29 |
0.730 |
| Low (YTD): |
2024-05-13 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.442 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.45% |
| Volatility 6M: |
|
172.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
