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BNP Paribas Call 150 CGM 20.12.20.../  DE000PN7DJ62  /

Frankfurt Zert./BNP
2024-08-15  9:20:43 AM Chg.+0.080 Bid9:56:32 AM Ask9:56:32 AM Underlying Strike price Expiration date Option type
3.270EUR +2.51% 3.280
Bid Size: 16,000		 3.300
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: 5.25
Leverage: Yes

Calculated values

Fair value: 2.99
Intrinsic value: 2.73
Implied volatility: 0.39
Historic volatility: 0.21
Parity: 2.73
Time value: 0.65
Break-even: 183.80
Moneyness: 1.18
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.11
Spread %: 3.36%
Delta: 0.82
Theta: -0.05
Omega: 4.28
Rho: 0.39
 

Quote data

Open: 3.240
High: 3.270
Low: 3.240
Previous Close: 3.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.62%
1 Month
  -30.43%
3 Months
  -46.39%
YTD
  -33.40%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.250 3.110
1M High / 1M Low: 5.060 3.110
6M High / 6M Low: 8.050 3.110
High (YTD): 2024-03-07 8.050
Low (YTD): 2024-08-12 3.110
52W High: - -
52W Low: - -
Avg. price 1W:   3.204
Avg. volume 1W:   0.000
Avg. price 1M:   4.031
Avg. volume 1M:   0.000
Avg. price 6M:   5.640
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.76%
Volatility 6M:   73.42%
Volatility 1Y:   -
Volatility 3Y:   -