BNP PARIBAS ARBITRAGE/CALL/CAPGEMINI/200/0.1/21.06.24 | Market Closed - Euronext Paris 10:00:02 17/05/2024 pm IST | ||
| 0.925 EUR | +2.21% |
|
| Current month | +44.09% | ||
| 1 month | -17.19% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
CAPGEMINI SE
| Date | Price | Change |
|---|---|---|
| 17/24/17 | 0.915 | +1.10% |
| 16/24/16 | 0.905 | -15.81% |
| 15/24/15 | 1.075 | +10.26% |
| 14/24/14 | 0.975 | +8.94% |
| 13/24/13 | 0.895 | +2.29% |
Real-time Euronext Paris
Last update May 17, 2024 at 10:00 pm IST
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | CAPGEMINI SE |
| Issuer | 
BNP Paribas
|
| 5VNNB | |
| ISIN | NLBNPFR1XNR5 |
| Date issued | 05/01/2024 |
| Strike | 200 € |
| Maturity | 21/06/2024 (34 Days) |
| Parity | 10 : 1 |
| Emission price | 0.76 € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 3.155 € |
|---|---|
| Lowest since issue | 0.535 € |
| Delta | 0.62x |
| Omega | 13.85 |
| Premium | 0.89x |
| Gearing | 22.42x |
| Moneyness | 1.037 |
| Difference Strike | -7.4 € |
| Difference Strike % | -3.70% |
| Spread | 0.03 € |
| Spread % | 3.19% |
| Theoretical value | 0.9250 |
| Implied Volatility | 26.56 % |
| Total Loss Probability | 40.34 % |
| Intrinsic value | 0.7400 |
| Present value | 0.1850 |
| Break even | 209.25 € |
| Theta | -0.11x |
| Vega | 0.02x |
| Rho | 0.01x |
Company Profile
Capgemini SE is one of the world leaders in providing IT services. The group's activity is organized around 4 sectors:
- system design, development and integration;
- outsourcing services: management of applications and infrastructures;
- technology and engineering services: assistance and support services for internal IT teams;
- consulting services.
Net sales are distributed geographically as follows: France (20.1%), the United Kingdom and Ireland (12%), Europe (30.4%), North America (28.7%), Asia/Pacific and Latin America (8.8%).
Sector
-
Consensus: Capgemini SE
Sell
Buy
Mean consensus
OUTPERFORM
Number of Analysts
17
Last Close Price
207.4
EUR
Average target price
242.3
EUR
Spread / Average Target
+16.82%
- Stock Market
- Warrants
- 5VNNB Warrant
