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

EUWAX
2024-08-15  8:21:07 AM Chg.-0.020 Bid10:09:49 AM Ask10:09:49 AM Underlying Strike price Expiration date Option type
0.390EUR -4.88% 0.390
Bid Size: 58,000
0.400
Ask Size: 58,000
CAPGEMINI SE INH. EO... 250.00 EUR 2025-12-19 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: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.17
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.21
Parity: -7.28
Time value: 0.49
Break-even: 254.90
Moneyness: 0.71
Premium: 0.44
Premium p.a.: 0.31
Spread abs.: 0.10
Spread %: 25.64%
Delta: 0.19
Theta: -0.02
Omega: 7.03
Rho: 0.40
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.30%
1 Month
  -45.83%
3 Months
  -70.45%
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:   -