BNP Paribas Call 160 CGM 20.12.2024
/ DE000PN7DJ70
BNP Paribas Call 160 CGM 20.12.20.../ DE000PN7DJ70 /
| 7/16/2024 9:20:24 PM |
Chg.+0.070 |
Bid9:25:39 PM |
Ask9:25:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.900EUR |
+1.83% |
3.890
Bid Size: 2,800 |
4.010
Ask Size: 2,800 |
CAPGEMINI SE INH. EO... |
160.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PN7DJ7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.55 |
| Intrinsic value: |
3.19 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
3.19 |
| Time value: |
0.72 |
| Break-even: |
199.10 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.12 |
| Spread %: |
3.17% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
4.06 |
| Rho: |
0.52 |
Quote data
| Open: |
3.750 |
| High: |
3.940 |
| Low: |
3.750 |
| Previous Close: |
3.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+20.74% |
| 3 Months |
|
|
-24.27% |
| YTD |
|
|
-6.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.830 |
3.250 |
| 1M High / 1M Low: |
3.920 |
3.250 |
| 6M High / 6M Low: |
7.150 |
3.230 |
| High (YTD): |
3/7/2024 |
7.150 |
| Low (YTD): |
6/14/2024 |
3.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.601 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.143 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.07% |
| Volatility 6M: |
|
89.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
