BNP Paribas Call 160 CGM 20.12.2024
/ DE000PN7DJ70
BNP Paribas Call 160 CGM 20.12.20.../ DE000PN7DJ70 /
| 9/17/2024 8:26:05 AM |
Chg.-0.18 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.49EUR |
-4.90% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.19 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
3.02 |
| Time value: |
0.61 |
| Break-even: |
196.20 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.12 |
| Spread %: |
3.43% |
| Delta: |
0.82 |
| Theta: |
-0.07 |
| Omega: |
4.31 |
| Rho: |
0.31 |
Quote data
| Open: |
3.49 |
| High: |
3.49 |
| Low: |
3.49 |
| Previous Close: |
3.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.43% |
| 1 Month |
|
|
+33.21% |
| 3 Months |
|
|
+5.44% |
| YTD |
|
|
-16.11% |
| 1 Year |
|
|
+11.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.84 |
3.48 |
| 1M High / 1M Low: |
3.84 |
2.58 |
| 6M High / 6M Low: |
6.83 |
2.34 |
| High (YTD): |
3/8/2024 |
7.12 |
| Low (YTD): |
8/13/2024 |
2.34 |
| 52W High: |
3/8/2024 |
7.12 |
| 52W Low: |
8/13/2024 |
2.34 |
| Avg. price 1W: |
|
3.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.22 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
173.05% |
| Volatility 6M: |
|
115.57% |
| Volatility 1Y: |
|
96.70% |
| Volatility 3Y: |
|
- |
