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: |
|
- |
