BNP Paribas Call 100 CAH 17.01.2025
/ DE000PZ164R1
BNP Paribas Call 100 CAH 17.01.20.../ DE000PZ164R1 /
| 2024-08-16 8:48:58 AM |
Chg.+0.11 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+10.19% |
-
Bid Size: - |
-
Ask Size: - |
Cardinal Health Inc |
100.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-01-16 |
| 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: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.67% |
| 1 Month |
|
|
+128.85% |
| 3 Months |
|
|
+46.91% |
| YTD |
|
|
+1.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
0.83 |
| 1M High / 1M Low: |
1.19 |
0.52 |
| 6M High / 6M Low: |
2.15 |
0.47 |
| High (YTD): |
2024-03-12 |
2.15 |
| Low (YTD): |
2024-07-16 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.35% |
| Volatility 6M: |
|
131.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
