BNP Paribas Call 100 CAH 20.12.2024
/ DE000PZ164N0
BNP Paribas Call 100 CAH 20.12.20.../ DE000PZ164N0 /
9/27/2024 9:50:24 PM |
Chg.+0.030 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.090EUR |
+2.83% |
1.110 Bid Size: 3,800 |
1.130 Ask Size: 3,800 |
Cardinal Health Inc |
100.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
12/6/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
0.83 |
Time value: |
0.28 |
Break-even: |
100.57 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.06 |
Spread %: |
5.71% |
Delta: |
0.76 |
Theta: |
-0.03 |
Omega: |
6.73 |
Rho: |
0.15 |
Quote data
Open: |
1.060 |
High: |
1.130 |
Low: |
1.060 |
Previous Close: |
1.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-12.80% |
1 Month |
|
|
-10.66% |
3 Months |
|
|
+49.32% |
YTD |
|
|
-2.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.250 |
1.050 |
1M High / 1M Low: |
1.590 |
1.050 |
6M High / 6M Low: |
1.810 |
0.420 |
High (YTD): |
3/12/2024 |
2.080 |
Low (YTD): |
7/15/2024 |
0.420 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.154 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.323 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.989 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.00% |
Volatility 6M: |
|
138.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |