BNP Paribas Call 105 CAH 17.01.2025
/ DE000PC39HF1
BNP Paribas Call 105 CAH 17.01.20.../ DE000PC39HF1 /
8/16/2024 9:50:28 PM |
Chg.+0.110 |
Bid9:59:17 PM |
Ask9:59:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+13.10% |
0.970 Bid Size: 4,400 |
0.990 Ask Size: 4,400 |
Cardinal Health Inc |
105.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
PC39HF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cardinal Health Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
0.44 |
Time value: |
0.55 |
Break-even: |
105.11 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
2.06% |
Delta: |
0.67 |
Theta: |
-0.03 |
Omega: |
6.73 |
Rho: |
0.24 |
Quote data
Open: |
0.870 |
High: |
0.950 |
Low: |
0.830 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+61.02% |
1 Month |
|
|
+171.43% |
3 Months |
|
|
+58.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.580 |
1M High / 1M Low: |
0.950 |
0.350 |
6M High / 6M Low: |
1.790 |
0.300 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.758 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.555 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.860 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.81% |
Volatility 6M: |
|
154.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |