BNP Paribas Call 170 CGM 20.12.2024
/ DE000PC2XR66
BNP Paribas Call 170 CGM 20.12.20.../ DE000PC2XR66 /
| 15/08/2024 14:21:06 |
Chg.+0.070 |
Bid14:45:28 |
Ask14:45:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
+4.19% |
1.800
Bid Size: 20,000 |
1.810
Ask Size: 20,000 |
CAPGEMINI SE INH. EO... |
170.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC2XR6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
0.73 |
| Time value: |
1.07 |
| Break-even: |
187.90 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
5.92% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
6.44 |
| Rho: |
0.34 |
Quote data
| Open: |
1.700 |
| High: |
1.740 |
| Low: |
1.700 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.57% |
| 1 Month |
|
|
-42.00% |
| 3 Months |
|
|
-60.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.620 |
| 1M High / 1M Low: |
3.320 |
1.620 |
| 6M High / 6M Low: |
6.290 |
1.620 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.422 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.973 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.22% |
| Volatility 6M: |
|
97.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
