BNP Paribas Call 170 CGM 20.12.2024
/ DE000PC2XR66
BNP Paribas Call 170 CGM 20.12.20.../ DE000PC2XR66 /
| 9/17/2024 8:20:54 PM |
Chg.+0.070 |
Bid8:58:06 PM |
Ask8:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.710EUR |
+2.65% |
2.710
Bid Size: 3,000 |
2.830
Ask Size: 3,000 |
CAPGEMINI SE INH. EO... |
170.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
2.02 |
| Time value: |
0.77 |
| Break-even: |
197.80 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.12 |
| Spread %: |
4.51% |
| Delta: |
0.76 |
| Theta: |
-0.08 |
| Omega: |
5.18 |
| Rho: |
0.30 |
Quote data
| Open: |
2.640 |
| High: |
3.030 |
| Low: |
2.640 |
| Previous Close: |
2.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.26% |
| 1 Month |
|
|
+40.41% |
| 3 Months |
|
|
+3.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.910 |
2.640 |
| 1M High / 1M Low: |
2.910 |
1.770 |
| 6M High / 6M Low: |
5.870 |
1.620 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.313 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.51% |
| Volatility 6M: |
|
119.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
