BNP Paribas Call 160 CGM 21.03.2025
/ DE000PG6AJN5
BNP Paribas Call 160 CGM 21.03.20.../ DE000PG6AJN5 /
| 24/01/2025 08:12:07 |
Chg.+0.13 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
+12.75% |
-
Bid Size: - |
-
Ask Size: - |
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: |
12.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
0.75 |
| Time value: |
0.62 |
| Break-even: |
173.70 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.09 |
| Spread %: |
7.03% |
| Delta: |
0.67 |
| Theta: |
-0.08 |
| Omega: |
8.14 |
| Rho: |
0.15 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.35% |
| 1 Month |
|
|
+38.55% |
| 3 Months |
|
|
-58.03% |
| YTD |
|
|
+36.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
0.98 |
| 1M High / 1M Low: |
1.15 |
0.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
24/01/2025 |
1.15 |
| Low (YTD): |
15/01/2025 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |