BNP Paribas Call 200 CGM 20.12.2024
/ DE000PN7DJ96
BNP Paribas Call 200 CGM 20.12.20.../ DE000PN7DJ96 /
18/10/2024 08:28:06 |
Chg.-0.010 |
Bid17:46:55 |
Ask17:46:55 |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-3.33% |
0.340 Bid Size: 10,800 |
0.440 Ask Size: 10,800 |
CAPGEMINI SE INH. EO... |
200.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
PN7DJ9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
16/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
44.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.22 |
Parity: |
-1.72 |
Time value: |
0.41 |
Break-even: |
204.10 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.11 |
Spread %: |
36.67% |
Delta: |
0.29 |
Theta: |
-0.07 |
Omega: |
12.80 |
Rho: |
0.08 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.14% |
1 Month |
|
|
-63.75% |
3 Months |
|
|
-75.21% |
YTD |
|
|
-83.80% |
1 Year |
|
|
-72.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.290 |
1M High / 1M Low: |
1.070 |
0.290 |
6M High / 6M Low: |
2.480 |
0.290 |
High (YTD): |
08/03/2024 |
3.900 |
Low (YTD): |
16/10/2024 |
0.290 |
52W High: |
08/03/2024 |
3.900 |
52W Low: |
16/10/2024 |
0.290 |
Avg. price 1W: |
|
0.326 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.597 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.087 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.666 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
267.38% |
Volatility 6M: |
|
278.80% |
Volatility 1Y: |
|
211.85% |
Volatility 3Y: |
|
- |