BNP Paribas Call 170 CGM 20.09.2024
/ DE000PN8XP69
BNP Paribas Call 170 CGM 20.09.20.../ DE000PN8XP69 /
8/14/2024 10:24:29 AM |
Chg.- |
Bid9:10:30 AM |
Ask9:10:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.07EUR |
- |
1.10 Bid Size: 18,000 |
1.11 Ask Size: 18,000 |
CAPGEMINI SE INH. EO... |
170.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
PN8XP6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
9/27/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.35 |
Historic volatility: |
0.21 |
Parity: |
0.73 |
Time value: |
0.50 |
Break-even: |
182.30 |
Moneyness: |
1.04 |
Premium: |
0.03 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.10 |
Spread %: |
8.85% |
Delta: |
0.68 |
Theta: |
-0.11 |
Omega: |
9.79 |
Rho: |
0.11 |
Quote data
Open: |
1.07 |
High: |
1.07 |
Low: |
1.07 |
Previous Close: |
0.99 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.96% |
1 Month |
|
|
-58.04% |
3 Months |
|
|
-73.71% |
YTD |
|
|
-65.48% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.15 |
0.99 |
1M High / 1M Low: |
2.93 |
0.99 |
6M High / 6M Low: |
6.02 |
0.99 |
High (YTD): |
3/1/2024 |
6.02 |
Low (YTD): |
8/13/2024 |
0.99 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.90 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.59 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.13% |
Volatility 6M: |
|
136.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |