BNP Paribas Call 200 CGM 19.06.20.../  DE000PC9V6Y1  /

EUWAX
17/09/2024  08:24:03 Chg.-0.10 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
2.44EUR -3.94% -
Bid Size: -
-
Ask Size: -
CAPGEMINI SE INH. EO... 200.00 EUR 19/06/2026 Call
 

Master data

WKN: PC9V6Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 19/06/2026
Issue date: 15/05/2024
Last trading day: 18/06/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.40
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -0.99
Time value: 2.57
Break-even: 225.70
Moneyness: 0.95
Premium: 0.19
Premium p.a.: 0.10
Spread abs.: 0.12
Spread %: 4.90%
Delta: 0.58
Theta: -0.03
Omega: 4.27
Rho: 1.47
 

Quote data

Open: 2.44
High: 2.44
Low: 2.44
Previous Close: 2.54
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.79%
1 Month  
+24.49%
3 Months  
+1.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.69 2.43
1M High / 1M Low: 2.69 1.91
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.56
Avg. volume 1W:   0.00
Avg. price 1M:   2.20
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -