BNP Paribas Call 100 CAH 17.01.2025
/ DE000PZ164R1
BNP Paribas Call 100 CAH 17.01.20.../ DE000PZ164R1 /
| 9/27/2024 8:37:00 AM |
Chg.-0.01 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-0.89% |
-
Bid Size: - |
-
Ask Size: - |
Cardinal Health Inc |
100.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PZ164R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/6/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.83 |
| Time value: |
0.34 |
| Break-even: |
101.17 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
5.41% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
6.30 |
| Rho: |
0.19 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.48% |
| 1 Month |
|
|
-11.90% |
| 3 Months |
|
|
+40.51% |
| YTD |
|
|
-5.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.11 |
| 1M High / 1M Low: |
1.60 |
1.11 |
| 6M High / 6M Low: |
1.89 |
0.47 |
| High (YTD): |
3/12/2024 |
2.15 |
| Low (YTD): |
7/16/2024 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.31% |
| Volatility 6M: |
|
129.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
