BNP Paribas Call 150 CGM 20.12.2024
/ DE000PN7DJ62
BNP Paribas Call 150 CGM 20.12.20.../ DE000PN7DJ62 /
| 16/07/2024 08:25:14 |
Chg.-0.03 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.62EUR |
-0.65% |
-
Bid Size: - |
-
Ask Size: - |
CAPGEMINI SE INH. EO... |
150.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PN7DJ6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.46 |
| Intrinsic value: |
4.19 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
4.19 |
| Time value: |
0.59 |
| Break-even: |
197.80 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.12 |
| Spread %: |
2.58% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
3.50 |
| Rho: |
0.51 |
Quote data
| Open: |
4.62 |
| High: |
4.62 |
| Low: |
4.62 |
| Previous Close: |
4.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.36% |
| 1 Month |
|
|
+5.72% |
| 3 Months |
|
|
-18.23% |
| YTD |
|
|
-5.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.65 |
4.07 |
| 1M High / 1M Low: |
4.77 |
4.07 |
| 6M High / 6M Low: |
8.01 |
4.07 |
| High (YTD): |
08/03/2024 |
8.01 |
| Low (YTD): |
10/07/2024 |
4.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.03% |
| Volatility 6M: |
|
79.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
