BNP Paribas Call 200 CGM 21.03.20.../  DE000PC7Y1L8  /

EUWAX
1/10/2025  8:38:50 AM Chg.-0.004 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.044EUR -8.33% -
Bid Size: -
-
Ask Size: -
CAPGEMINI SE INH. EO... 200.00 EUR 3/21/2025 Call
 

Master data

WKN: PC7Y1L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 120.73
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.24
Parity: -4.31
Time value: 0.13
Break-even: 201.30
Moneyness: 0.78
Premium: 0.28
Premium p.a.: 2.66
Spread abs.: 0.09
Spread %: 202.33%
Delta: 0.11
Theta: -0.04
Omega: 12.71
Rho: 0.03
 

Quote data

Open: 0.044
High: 0.044
Low: 0.044
Previous Close: 0.048
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -60.00%
3 Months
  -93.89%
YTD
  -12.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.059 0.041
1M High / 1M Low: 0.110 0.036
6M High / 6M Low: 1.720 0.036
High (YTD): 1/8/2025 0.059
Low (YTD): 1/6/2025 0.041
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.691
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   353.18%
Volatility 6M:   271.64%
Volatility 1Y:   -
Volatility 3Y:   -