BNP Paribas Call 140 CGM 20.12.2024
/ DE000PN7DJ54
BNP Paribas Call 140 CGM 20.12.20.../ DE000PN7DJ54 /
| 7/16/2024 9:20:25 PM |
Chg.+0.080 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.690EUR |
+1.43% |
5.700
Bid Size: 2,600 |
5.820
Ask Size: 2,600 |
CAPGEMINI SE INH. EO... |
140.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PN7DJ5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.42 |
| Intrinsic value: |
5.19 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.23 |
| Parity: |
5.19 |
| Time value: |
0.50 |
| Break-even: |
196.90 |
| Moneyness: |
1.37 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.12 |
| Spread %: |
2.15% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
3.05 |
| Rho: |
0.50 |
Quote data
| Open: |
5.540 |
| High: |
5.730 |
| Low: |
5.540 |
| Previous Close: |
5.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.72% |
| 1 Month |
|
|
+17.32% |
| 3 Months |
|
|
-17.30% |
| YTD |
|
|
-0.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.610 |
4.960 |
| 1M High / 1M Low: |
5.690 |
4.900 |
| 6M High / 6M Low: |
8.970 |
4.850 |
| High (YTD): |
3/7/2024 |
8.970 |
| Low (YTD): |
6/14/2024 |
4.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.889 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.86% |
| Volatility 6M: |
|
69.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
