BNP Paribas Call 100 CAH 17.01.2025
/ DE000PZ164R1
BNP Paribas Call 100 CAH 17.01.20.../ DE000PZ164R1 /
| 16/08/2024 21:50:28 |
Chg.+0.130 |
Bid21:59:17 |
Ask21:59:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
+11.30% |
1.300
Bid Size: 3,800 |
1.320
Ask Size: 3,800 |
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: |
7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.89 |
| Time value: |
0.43 |
| Break-even: |
103.88 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.54% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
5.69 |
| Rho: |
0.26 |
Quote data
| Open: |
1.190 |
| High: |
1.280 |
| Low: |
1.140 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.38% |
| 1 Month |
|
|
+124.56% |
| 3 Months |
|
|
+52.38% |
| YTD |
|
|
+10.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
0.820 |
| 1M High / 1M Low: |
1.280 |
0.540 |
| 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: |
|
1.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.124 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.91% |
| Volatility 6M: |
|
134.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
