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BNP Paribas Call 200 CGM 20.09.20.../  DE000PN8XP36  /

EUWAX
2024-06-03  10:11:35 AM Chg.-0.030 Bid3:24:01 PM Ask3:24:01 PM Underlying Strike price Expiration date Option type
0.490EUR -5.77% 0.580
Bid Size: 40,000		 0.590
Ask Size: 40,000		 CAPGEMINI SE INH. EO... 200.00 EUR 2024-09-20 Call
 

Master data

WKN: PN8XP3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.78
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -1.44
Time value: 0.72
Break-even: 207.20
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.45
Spread abs.: 0.10
Spread %: 16.13%
Delta: 0.38
Theta: -0.06
Omega: 9.73
Rho: 0.19
 

Quote data

Open: 0.470
High: 0.490
Low: 0.470
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -74.87%
1 Month
  -60.16%
3 Months
  -85.84%
YTD
  -64.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.950 0.520
1M High / 1M Low: 1.950 0.520
6M High / 6M Low: 3.460 0.520
High (YTD): 2024-03-01 3.460
Low (YTD): 2024-05-31 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   1.478
Avg. volume 1W:   0.000
Avg. price 1M:   1.534
Avg. volume 1M:   0.000
Avg. price 6M:   2.021
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   273.33%
Volatility 6M:   157.24%
Volatility 1Y:   -
Volatility 3Y:   -