BNP Paribas Call 100 CAH 20.12.2024
/ DE000PZ164N0
BNP Paribas Call 100 CAH 20.12.20.../ DE000PZ164N0 /
| 18/10/2024 21:50:30 |
Chg.0.000 |
Bid21:59:59 |
Ask21:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
0.00% |
1.330
Bid Size: 3,300 |
1.350
Ask Size: 3,300 |
Cardinal Health Inc |
100.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ164N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
1.14 |
| Time value: |
0.21 |
| Break-even: |
105.51 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.50% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
6.28 |
| Rho: |
0.12 |
Quote data
| Open: |
1.290 |
| High: |
1.340 |
| Low: |
1.230 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.50% |
| 1 Month |
|
|
+4.80% |
| 3 Months |
|
|
+156.86% |
| YTD |
|
|
+16.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.300 |
| 1M High / 1M Low: |
1.500 |
1.050 |
| 6M High / 6M Low: |
1.590 |
0.420 |
| High (YTD): |
12/03/2024 |
2.080 |
| Low (YTD): |
15/07/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.950 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.26% |
| Volatility 6M: |
|
136.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
