BNP Paribas Call 220 CGM 20.06.2025
/ DE000PC1LVA9
BNP Paribas Call 220 CGM 20.06.20.../ DE000PC1LVA9 /
8/15/2024 8:20:53 AM |
Chg.+0.010 |
Bid8:33:36 AM |
Ask8:33:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
+2.04% |
0.500 Bid Size: 12,000 |
0.600 Ask Size: 12,000 |
CAPGEMINI SE INH. EO... |
220.00 EUR |
6/20/2025 |
Call |
Master data
WKN: |
PC1LVA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
29.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
-4.27 |
Time value: |
0.61 |
Break-even: |
226.10 |
Moneyness: |
0.81 |
Premium: |
0.28 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.10 |
Spread %: |
19.61% |
Delta: |
0.26 |
Theta: |
-0.03 |
Omega: |
7.62 |
Rho: |
0.34 |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.500 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.66% |
1 Month |
|
|
-48.45% |
3 Months |
|
|
-72.53% |
YTD |
|
|
-68.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.480 |
1M High / 1M Low: |
1.130 |
0.480 |
6M High / 6M Low: |
3.340 |
0.480 |
High (YTD): |
3/7/2024 |
3.340 |
Low (YTD): |
8/12/2024 |
0.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.504 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.770 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.714 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.37% |
Volatility 6M: |
|
130.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |