BNP Paribas Call 150 CGM 20.12.2024
/ DE000PN7DJ62
BNP Paribas Call 150 CGM 20.12.20.../ DE000PN7DJ62 /
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: |
|
- |