BNP Paribas Call 90 GPN 20.12.2024
/ DE000PN38HB9
BNP Paribas Call 90 GPN 20.12.202.../ DE000PN38HB9 /
| 2024-05-21 8:37:00 AM |
Chg.-0.15 |
Bid2024-05-21 |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
-6.70% |
2.09
Bid Size: 2,550 |
2.22
Ask Size: 2,550 |
Global Payments Inc |
90.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN38HB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
1.60 |
| Time value: |
0.54 |
| Break-even: |
104.27 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
2.39% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
3.70 |
| Rho: |
0.34 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.13% |
| 1 Month |
|
|
-38.53% |
| 3 Months |
|
|
-50.47% |
| YTD |
|
|
-48.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.36 |
2.23 |
| 1M High / 1M Low: |
3.95 |
2.23 |
| 6M High / 6M Low: |
5.00 |
2.23 |
| High (YTD): |
2024-02-15 |
5.00 |
| Low (YTD): |
2024-05-16 |
2.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.05% |
| Volatility 6M: |
|
75.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
