BNP Paribas Call 100 CAH 16.01.2026
/ DE000PZ16404
BNP Paribas Call 100 CAH 16.01.20.../ DE000PZ16404 /
| 10/18/2024 8:49:36 AM |
Chg.-0.05 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
-2.46% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
1.14 |
| Time value: |
0.90 |
| Break-even: |
112.41 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.99% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
3.80 |
| Rho: |
0.71 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
2.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.04% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
+85.05% |
| YTD |
|
|
+27.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.98 |
| 1M High / 1M Low: |
2.17 |
1.68 |
| 6M High / 6M Low: |
2.25 |
0.99 |
| High (YTD): |
3/13/2024 |
2.64 |
| Low (YTD): |
7/16/2024 |
0.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.22% |
| Volatility 6M: |
|
87.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
