BNP Paribas Call 100 CAH 20.12.2024
/ DE000PZ164N0
BNP Paribas Call 100 CAH 20.12.20.../ DE000PZ164N0 /
| 8/16/2024 8:48:58 AM |
Chg.+0.11 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
+10.68% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.89 |
| Time value: |
0.38 |
| Break-even: |
103.38 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.60% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
5.95 |
| Rho: |
0.22 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.86% |
| 1 Month |
|
|
+137.50% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
+0.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
0.78 |
| 1M High / 1M Low: |
1.14 |
0.48 |
| 6M High / 6M Low: |
2.10 |
0.42 |
| High (YTD): |
3/13/2024 |
2.10 |
| Low (YTD): |
7/16/2024 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.15% |
| Volatility 6M: |
|
138.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
