BNP Paribas Call 105 CAH 17.01.2025
/ DE000PC39HF1
BNP Paribas Call 105 CAH 17.01.20.../ DE000PC39HF1 /
| 10/18/2024 9:50:27 PM |
Chg.+0.010 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+1.02% |
1.000
Bid Size: 3,800 |
1.020
Ask Size: 3,800 |
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: |
10.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.68 |
| Time value: |
0.34 |
| Break-even: |
106.82 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
7.39 |
| Rho: |
0.16 |
Quote data
| Open: |
0.960 |
| High: |
1.010 |
| Low: |
0.910 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.98% |
| 1 Month |
|
|
+4.21% |
| 3 Months |
|
|
+175.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.980 |
| 1M High / 1M Low: |
1.170 |
0.770 |
| 6M High / 6M Low: |
1.280 |
0.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.946 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.722 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.17% |
| Volatility 6M: |
|
151.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
