BNP Paribas Call 105 CAH 17.01.2025
/ DE000PC39HF1
BNP Paribas Call 105 CAH 17.01.20.../ DE000PC39HF1 /
| 27/09/2024 21:50:30 |
Chg.+0.030 |
Bid21:59:33 |
Ask21:59:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+3.85% |
0.820
Bid Size: 4,500 |
0.840
Ask Size: 4,500 |
Cardinal Health Inc |
105.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.38 |
| Time value: |
0.45 |
| Break-even: |
102.24 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
7.79% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
7.77 |
| Rho: |
0.17 |
Quote data
| Open: |
0.780 |
| High: |
0.840 |
| Low: |
0.770 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.74% |
| 1 Month |
|
|
-13.83% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.770 |
| 1M High / 1M Low: |
1.280 |
0.770 |
| 6M High / 6M Low: |
1.530 |
0.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.767 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.84% |
| Volatility 6M: |
|
154.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
