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

Frankfurt Zert./BNP
10/18/2024  7:20:21 PM Chg.+0.190 Bid7:22:02 PM Ask7:22:02 PM Underlying Strike price Expiration date Option type
3.670EUR +5.46% 3.670
Bid Size: 2,800		 3.780
Ask Size: 2,800		 CAPGEMINI SE INH. EO... 150.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.07
Leverage: Yes

Calculated values

Fair value: 3.37
Intrinsic value: 3.29
Implied volatility: 0.47
Historic volatility: 0.22
Parity: 3.29
Time value: 0.33
Break-even: 186.10
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.12
Spread %: 3.44%
Delta: 0.87
Theta: -0.07
Omega: 4.43
Rho: 0.21
 

Quote data

Open: 3.460
High: 3.740
Low: 3.460
Previous Close: 3.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.38%
1 Month
  -18.98%
3 Months
  -25.25%
YTD
  -25.25%
1 Year  
+14.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.650 3.430
1M High / 1M Low: 5.100 3.430
6M High / 6M Low: 6.620 3.110
High (YTD): 3/7/2024 8.050
Low (YTD): 8/12/2024 3.110
52W High: 3/7/2024 8.050
52W Low: 10/27/2023 2.920
Avg. price 1W:   3.498
Avg. volume 1W:   0.000
Avg. price 1M:   4.075
Avg. volume 1M:   0.000
Avg. price 6M:   4.554
Avg. volume 6M:   0.000
Avg. price 1Y:   5.063
Avg. volume 1Y:   0.000
Volatility 1M:   109.51%
Volatility 6M:   91.28%
Volatility 1Y:   81.16%
Volatility 3Y:   -