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BNP Paribas Call 220 CGM 20.06.20.../  DE000PC1LVA9  /

Frankfurt Zert./BNP
8/15/2024  9:20:59 AM Chg.+0.010 Bid10:14:35 AM Ask10:14:35 AM Underlying Strike price Expiration date Option type
0.500EUR +2.04% 0.500
Bid Size: 60,000		 0.510
Ask Size: 60,000		 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: 29.54
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -4.28
Time value: 0.60
Break-even: 226.00
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.33
Spread abs.: 0.10
Spread %: 20.00%
Delta: 0.26
Theta: -0.03
Omega: 7.68
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:   -