BNP Paribas Call 100 CAH 17.01.2025
/ DE000PZ164R1
BNP Paribas Call 100 CAH 17.01.20.../ DE000PZ164R1 /
| 18/07/2024 15:35:26 |
Chg.-0.010 |
Bid15:38:08 |
Ask15:38:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-1.75% |
0.570
Bid Size: 5,264 |
0.590
Ask Size: 5,085 |
Cardinal Health Inc |
100.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
06/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-0.37 |
| Time value: |
0.59 |
| Break-even: |
97.30 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
7.30 |
| Rho: |
0.19 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.560 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
-49.55% |
| 3 Months |
|
|
-62.42% |
| YTD |
|
|
-51.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.460 |
| 1M High / 1M Low: |
1.140 |
0.460 |
| 6M High / 6M Low: |
2.120 |
0.460 |
| High (YTD): |
12/03/2024 |
2.120 |
| Low (YTD): |
15/07/2024 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.748 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.232 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.51% |
| Volatility 6M: |
|
126.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
