BNP Paribas Call 150 CGM 20.12.2024
/ DE000PN7DJ62
BNP Paribas Call 150 CGM 20.12.20.../ DE000PN7DJ62 /
| 2024-08-15 8:25:04 AM |
Chg.-0.08 |
Bid12:25:15 PM |
Ask12:25:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.22EUR |
-2.42% |
3.23
Bid Size: 16,000 |
3.25
Ask Size: 16,000 |
CAPGEMINI SE INH. EO... |
150.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.98 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
2.73 |
| Time value: |
0.60 |
| Break-even: |
183.20 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.11 |
| Spread %: |
3.43% |
| Delta: |
0.82 |
| Theta: |
-0.05 |
| Omega: |
4.40 |
| Rho: |
0.39 |
Quote data
| Open: |
3.22 |
| High: |
3.22 |
| Low: |
3.22 |
| Previous Close: |
3.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.53% |
| 1 Month |
|
|
-30.75% |
| 3 Months |
|
|
-46.78% |
| YTD |
|
|
-34.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.30 |
3.14 |
| 1M High / 1M Low: |
5.01 |
3.14 |
| 6M High / 6M Low: |
8.01 |
3.14 |
| High (YTD): |
2024-03-08 |
8.01 |
| Low (YTD): |
2024-08-13 |
3.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.66% |
| Volatility 6M: |
|
83.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
