BNP Paribas Call 100 CAH 16.01.2026
/ DE000PZ16404
BNP Paribas Call 100 CAH 16.01.20.../ DE000PZ16404 /
27/09/2024 08:36:59 |
Chg.+0.01 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.69EUR |
+0.60% |
- Bid Size: - |
- Ask Size: - |
Cardinal Health Inc |
100.00 USD |
16/01/2026 |
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: |
16/01/2026 |
Issue date: |
06/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.53 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
0.83 |
Time value: |
0.91 |
Break-even: |
106.87 |
Moneyness: |
1.09 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.06 |
Spread %: |
3.57% |
Delta: |
0.73 |
Theta: |
-0.01 |
Omega: |
4.10 |
Rho: |
0.70 |
Quote data
Open: |
1.69 |
High: |
1.69 |
Low: |
1.69 |
Previous Close: |
1.68 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.11% |
1 Month |
|
|
-6.63% |
3 Months |
|
|
+13.42% |
YTD |
|
|
+9.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.88 |
1.68 |
1M High / 1M Low: |
2.18 |
1.68 |
6M High / 6M Low: |
2.44 |
0.99 |
High (YTD): |
13/03/2024 |
2.64 |
Low (YTD): |
16/07/2024 |
0.99 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.79 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.94 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.62 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.88% |
Volatility 6M: |
|
86.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |