BNP Paribas Call 100 CAH 20.09.2024
/ DE000PC39G99
BNP Paribas Call 100 CAH 20.09.20.../ DE000PC39G99 /
| 16/08/2024 21:50:33 |
Chg.+0.150 |
Bid21:59:22 |
Ask21:59:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+18.99% |
0.970
Bid Size: 3,200 |
0.990
Ask Size: 3,200 |
Cardinal Health Inc |
100.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39G9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
0.89 |
| Time value: |
0.10 |
| Break-even: |
100.58 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
8.69 |
| Rho: |
0.07 |
Quote data
| Open: |
0.830 |
| High: |
0.940 |
| Low: |
0.780 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+104.35% |
| 1 Month |
|
|
+248.15% |
| 3 Months |
|
|
+74.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.450 |
| 1M High / 1M Low: |
0.940 |
0.230 |
| 6M High / 6M Low: |
1.880 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.442 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.828 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.62% |
| Volatility 6M: |
|
204.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
