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BNP Paribas Call 100 CAH 16.01.20.../  DE000PZ16404  /

Frankfurt Zert./BNP
2024-07-18  9:20:50 AM Chg.+0.020 Bid9:29:12 AM Ask9:29:12 AM Underlying Strike price Expiration date Option type
1.140EUR +1.79% 1.130
Bid Size: 2,950		 1.240
Ask Size: 2,950		 Cardinal Health Inc 100.00 USD 2026-01-16 Call
 

Master data

WKN: PZ1640
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cardinal Health Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-06
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.88
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.42
Time value: 1.11
Break-even: 102.83
Moneyness: 0.95
Premium: 0.17
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 2.78%
Delta: 0.57
Theta: -0.01
Omega: 4.50
Rho: 0.58
 

Quote data

Open: 1.150
High: 1.150
Low: 1.140
Previous Close: 1.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.57%
1 Month
  -32.94%
3 Months
  -45.97%
YTD
  -25.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 0.990
1M High / 1M Low: 1.750 0.990
6M High / 6M Low: 2.610 0.990
High (YTD): 2024-03-12 2.610
Low (YTD): 2024-07-15 0.990
52W High: - -
52W Low: - -
Avg. price 1W:   1.054
Avg. volume 1W:   0.000
Avg. price 1M:   1.325
Avg. volume 1M:   0.000
Avg. price 6M:   1.760
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.79%
Volatility 6M:   88.51%
Volatility 1Y:   -
Volatility 3Y:   -