BNP Paribas Call 100 CAH 16.01.2026
/ DE000PZ16404
BNP Paribas Call 100 CAH 16.01.20.../ DE000PZ16404 /
| 7/18/2024 12:50:32 PM |
Chg.+0.010 |
Bid7/18/2024 |
Ask7/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+0.89% |
1.130
Bid Size: 5,900 |
1.240
Ask Size: 5,900 |
Cardinal Health Inc |
100.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/6/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-0.37 |
| Time value: |
1.14 |
| Break-even: |
102.80 |
| Moneyness: |
0.96 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
2.70% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
4.45 |
| Rho: |
0.59 |
Quote data
| Open: |
1.150 |
| High: |
1.150 |
| Low: |
1.130 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.62% |
| 1 Month |
|
|
-33.53% |
| 3 Months |
|
|
-46.45% |
| YTD |
|
|
-26.62% |
| 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): |
3/12/2024 |
2.610 |
| Low (YTD): |
7/15/2024 |
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: |
|
- |
