BNP Paribas Call 250 CGM 19.12.20.../  DE000PC39V25  /

EUWAX
8/14/2024  8:23:14 AM Chg.+0.030 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.410EUR +7.89% -
Bid Size: -
-
Ask Size: -
CAPGEMINI SE INH. EO... 250.00 EUR 12/19/2025 Call
 

Master data

WKN: PC39V2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 250.00 EUR
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.76
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -7.27
Time value: 0.51
Break-even: 255.10
Moneyness: 0.71
Premium: 0.44
Premium p.a.: 0.31
Spread abs.: 0.10
Spread %: 24.39%
Delta: 0.20
Theta: -0.02
Omega: 6.91
Rho: 0.41
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.65%
1 Month
  -43.06%
3 Months
  -68.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.380
1M High / 1M Low: 0.860 0.380
6M High / 6M Low: 2.500 0.380
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.584
Avg. volume 1M:   0.000
Avg. price 6M:   1.288
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.84%
Volatility 6M:   133.93%
Volatility 1Y:   -
Volatility 3Y:   -