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

Frankfurt Zert./BNP
17/09/2024  21:20:25 Chg.+0.080 Bid21:54:12 Ask21:54:12 Underlying Strike price Expiration date Option type
4.470EUR +1.82% 4.490
Bid Size: 2,600		 4.610
Ask Size: 2,600		 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: 4.20
Leverage: Yes

Calculated values

Fair value: 4.15
Intrinsic value: 4.02
Implied volatility: 0.50
Historic volatility: 0.22
Parity: 4.02
Time value: 0.52
Break-even: 195.30
Moneyness: 1.27
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.12
Spread %: 2.72%
Delta: 0.86
Theta: -0.07
Omega: 3.62
Rho: 0.31
 

Quote data

Open: 4.390
High: 4.820
Low: 4.390
Previous Close: 4.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.82%
1 Month  
+26.63%
3 Months  
+8.23%
YTD
  -8.96%
1 Year  
+19.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.680 4.390
1M High / 1M Low: 4.680 3.370
6M High / 6M Low: 7.610 3.110
High (YTD): 07/03/2024 8.050
Low (YTD): 12/08/2024 3.110
52W High: 07/03/2024 8.050
52W Low: 27/10/2023 2.920
Avg. price 1W:   4.522
Avg. volume 1W:   0.000
Avg. price 1M:   3.917
Avg. volume 1M:   0.000
Avg. price 6M:   4.969
Avg. volume 6M:   0.000
Avg. price 1Y:   5.007
Avg. volume 1Y:   0.000
Volatility 1M:   112.62%
Volatility 6M:   84.35%
Volatility 1Y:   78.10%
Volatility 3Y:   -