BNP Paribas Call 100 CAH 19.12.2025
/ DE000PZ164V3
BNP Paribas Call 100 CAH 19.12.20.../ DE000PZ164V3 /
| 9/27/2024 9:50:24 PM |
Chg.+0.040 |
Bid9/27/2024 |
Ask9/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.700EUR |
+2.41% |
1.700
Bid Size: 4,200 |
1.720
Ask Size: 4,200 |
Cardinal Health Inc |
100.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PZ164V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
12/6/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.83 |
| Time value: |
0.88 |
| Break-even: |
106.57 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
3.64% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
4.16 |
| Rho: |
0.66 |
Quote data
| Open: |
1.670 |
| High: |
1.730 |
| Low: |
1.660 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.59% |
| 1 Month |
|
|
-7.10% |
| 3 Months |
|
|
+24.09% |
| YTD |
|
|
+11.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.650 |
| 1M High / 1M Low: |
2.200 |
1.650 |
| 6M High / 6M Low: |
2.350 |
0.970 |
| High (YTD): |
3/12/2024 |
2.590 |
| Low (YTD): |
7/15/2024 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.916 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.589 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.54% |
| Volatility 6M: |
|
89.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
