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BNP Paribas Call 90 GPN 17.01.202.../  DE000PN38HG8  /

Frankfurt Zert./BNP
2024-06-03  1:21:18 PM Chg.+0.070 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
1.760EUR +4.14% 1.760
Bid Size: 4,200		 1.860
Ask Size: 4,200		 Global Payments Inc 90.00 USD 2025-01-17 Call
 

Master data

WKN: PN38HG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Global Payments Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-02
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.30
Leverage: Yes

Calculated values

Fair value: 1.50
Intrinsic value: 1.09
Implied volatility: 0.36
Historic volatility: 0.25
Parity: 1.09
Time value: 0.68
Break-even: 100.63
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 2.31%
Delta: 0.74
Theta: -0.02
Omega: 3.94
Rho: 0.33
 

Quote data

Open: 1.740
High: 1.760
Low: 1.740
Previous Close: 1.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.83%
1 Month
  -30.43%
3 Months
  -58.10%
YTD
  -56.76%
1 Year
  -26.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.830 1.640
1M High / 1M Low: 2.580 1.640
6M High / 6M Low: 5.060 1.640
High (YTD): 2024-02-14 5.060
Low (YTD): 2024-05-30 1.640
52W High: 2024-02-14 5.060
52W Low: 2024-05-30 1.640
Avg. price 1W:   1.702
Avg. volume 1W:   0.000
Avg. price 1M:   2.154
Avg. volume 1M:   0.000
Avg. price 6M:   3.810
Avg. volume 6M:   0.000
Avg. price 1Y:   3.490
Avg. volume 1Y:   0.000
Volatility 1M:   61.42%
Volatility 6M:   73.30%
Volatility 1Y:   76.54%
Volatility 3Y:   -