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BNP Paribas Call 220 CGM 20.09.20.../  DE000PC1LU58  /

EUWAX
2024-07-16  9:20:47 AM Chg.+0.010 Bid5:37:05 PM Ask5:37:05 PM Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.130
Bid Size: 20,000		 0.240
Ask Size: 20,000		 CAPGEMINI SE INH. EO... 220.00 EUR 2024-09-20 Call
 

Master data

WKN: PC1LU5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 220.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 83.43
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -2.81
Time value: 0.23
Break-even: 222.30
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 1.26
Spread abs.: 0.11
Spread %: 91.67%
Delta: 0.18
Theta: -0.05
Omega: 14.88
Rho: 0.06
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.07%
1 Month
  -13.33%
3 Months
  -82.67%
YTD
  -82.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.081
1M High / 1M Low: 0.220 0.081
6M High / 6M Low: 2.090 0.081
High (YTD): 2024-02-26 2.090
Low (YTD): 2024-07-11 0.081
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   0.910
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   274.30%
Volatility 6M:   247.36%
Volatility 1Y:   -
Volatility 3Y:   -