BNP Paribas Call 160 CGM 21.03.2025
/ DE000PG6AJN5
BNP Paribas Call 160 CGM 21.03.20.../ DE000PG6AJN5 /
| 10/01/2025 08:10:08 |
Chg.-0.050 |
Bid16:23:19 |
Ask16:23:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-5.62% |
0.880
Bid Size: 31,000 |
0.890
Ask Size: 31,000 |
CAPGEMINI SE INH. EO... |
160.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PG6AJN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
13/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
-0.31 |
| Time value: |
0.95 |
| Break-even: |
169.50 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.09 |
| Spread %: |
10.47% |
| Delta: |
0.50 |
| Theta: |
-0.08 |
| Omega: |
8.27 |
| Rho: |
0.13 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.20% |
| 1 Month |
|
|
-30.58% |
| 3 Months |
|
|
-71.13% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.790 |
| 1M High / 1M Low: |
1.210 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/01/2025 |
1.010 |
| Low (YTD): |
06/01/2025 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.894 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.923 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |