BNP Paribas Call 100 CAH 19.12.2025
/ DE000PZ164V3
BNP Paribas Call 100 CAH 19.12.20.../ DE000PZ164V3 /
| 2024-08-16 9:50:27 PM |
Chg.+0.120 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.850EUR |
+6.94% |
1.880
Bid Size: 4,100 |
1.900
Ask Size: 4,100 |
Cardinal Health Inc |
100.00 USD |
2025-12-19 |
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: |
2025-12-19 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.89 |
| Time value: |
1.01 |
| Break-even: |
109.68 |
| Moneyness: |
1.10 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.06% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
3.84 |
| Rho: |
0.72 |
Quote data
| Open: |
1.760 |
| High: |
1.850 |
| Low: |
1.720 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.06% |
| 1 Month |
|
|
+68.18% |
| 3 Months |
|
|
+30.28% |
| YTD |
|
|
+21.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.850 |
1.380 |
| 1M High / 1M Low: |
1.850 |
1.060 |
| 6M High / 6M Low: |
2.590 |
0.970 |
| High (YTD): |
2024-03-12 |
2.590 |
| Low (YTD): |
2024-07-15 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.314 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.656 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.36% |
| Volatility 6M: |
|
91.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
