BNP Paribas Call 240 CGM 19.12.20.../  DE000PC39V17  /

EUWAX
14/08/2024  08:23:14 Chg.+0.030 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.530EUR +6.00% -
Bid Size: -
-
Ask Size: -
CAPGEMINI SE INH. EO... 240.00 EUR 19/12/2025 Call
 

Master data

WKN: PC39V1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 240.00 EUR
Maturity: 19/12/2025
Issue date: 31/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.14
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.21
Parity: -6.27
Time value: 0.63
Break-even: 246.30
Moneyness: 0.74
Premium: 0.39
Premium p.a.: 0.28
Spread abs.: 0.10
Spread %: 18.87%
Delta: 0.24
Theta: -0.02
Omega: 6.66
Rho: 0.48
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.64%
1 Month
  -42.39%
3 Months
  -67.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.500
1M High / 1M Low: 1.090 0.500
6M High / 6M Low: 2.900 0.500
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   0.747
Avg. volume 1M:   0.000
Avg. price 6M:   1.552
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.82%
Volatility 6M:   128.94%
Volatility 1Y:   -
Volatility 3Y:   -