BNP Paribas Call 160 CGM 21.03.2025
/ DE000PG6AJN5
BNP Paribas Call 160 CGM 21.03.20.../ DE000PG6AJN5 /
| 18/10/2024 19:20:24 |
Chg.+0.170 |
Bid20:12:55 |
Ask20:12:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.150EUR |
+5.70% |
3.150
Bid Size: 3,200 |
3.260
Ask Size: 3,200 |
CAPGEMINI SE INH. EO... |
160.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PG6AJN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
13/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
2.29 |
| Time value: |
0.84 |
| Break-even: |
191.20 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.13 |
| Spread %: |
4.35% |
| Delta: |
0.77 |
| Theta: |
-0.05 |
| Omega: |
4.54 |
| Rho: |
0.47 |
Quote data
| Open: |
2.970 |
| High: |
3.200 |
| Low: |
2.970 |
| Previous Close: |
2.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
-20.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.140 |
2.940 |
| 1M High / 1M Low: |
4.460 |
2.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
