BNP Paribas Call 190 CGM 20.12.2024
/ DE000PC2XR58
BNP Paribas Call 190 CGM 20.12.20.../ DE000PC2XR58 /
7/16/2024 8:36:09 AM |
Chg.-0.04 |
Bid6:59:04 PM |
Ask6:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.55EUR |
-2.52% |
1.65 Bid Size: 4,200 |
1.76 Ask Size: 4,200 |
CAPGEMINI SE INH. EO... |
190.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
PC2XR5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
190.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
1/4/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.38 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.29 |
Historic volatility: |
0.23 |
Parity: |
0.19 |
Time value: |
1.51 |
Break-even: |
207.00 |
Moneyness: |
1.01 |
Premium: |
0.08 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.11 |
Spread %: |
6.92% |
Delta: |
0.59 |
Theta: |
-0.06 |
Omega: |
6.67 |
Rho: |
0.41 |
Quote data
Open: |
1.55 |
High: |
1.55 |
Low: |
1.55 |
Previous Close: |
1.59 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.03% |
1 Month |
|
|
+0.65% |
3 Months |
|
|
-40.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.59 |
1.24 |
1M High / 1M Low: |
1.72 |
1.24 |
6M High / 6M Low: |
4.64 |
1.24 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.53 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.89 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
146.66% |
Volatility 6M: |
|
126.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |