BNP Paribas Call 220 CGM 20.12.2024
/ DE000PC1LU66
BNP Paribas Call 220 CGM 20.12.20.../ DE000PC1LU66 /
8/15/2024 9:19:32 AM |
Chg.-0.010 |
Bid5:30:12 PM |
Ask5:30:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-8.33% |
- Bid Size: - |
- Ask Size: - |
CAPGEMINI SE INH. EO... |
220.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
PC1LU6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
12/11/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
84.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.21 |
Parity: |
-4.28 |
Time value: |
0.21 |
Break-even: |
222.10 |
Moneyness: |
0.81 |
Premium: |
0.25 |
Premium p.a.: |
0.91 |
Spread abs.: |
0.10 |
Spread %: |
90.91% |
Delta: |
0.14 |
Theta: |
-0.03 |
Omega: |
12.01 |
Rho: |
0.08 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.120 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.67% |
1 Month |
|
|
-74.42% |
3 Months |
|
|
-90.76% |
YTD |
|
|
-89.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.110 |
1M High / 1M Low: |
0.570 |
0.110 |
6M High / 6M Low: |
2.580 |
0.110 |
High (YTD): |
2/26/2024 |
2.580 |
Low (YTD): |
8/13/2024 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.297 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.121 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.67% |
Volatility 6M: |
|
193.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |