BNP Paribas Call 105 CAH 17.01.2025
/ DE000PC39HF1
BNP Paribas Call 105 CAH 17.01.20.../ DE000PC39HF1 /
2024-08-16 8:23:30 AM |
Chg.+0.080 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+10.13% |
- Bid Size: - |
- Ask Size: - |
Cardinal Health Inc |
105.00 USD |
2025-01-17 |
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: |
2025-01-17 |
Issue date: |
2024-01-31 |
Last trading day: |
2025-01-16 |
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: |
0.870 |
Low: |
0.870 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+67.31% |
1 Month |
|
|
+155.88% |
3 Months |
|
|
+52.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.580 |
1M High / 1M Low: |
0.870 |
0.340 |
6M High / 6M Low: |
1.810 |
0.300 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.690 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.521 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.861 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
175.20% |
Volatility 6M: |
|
153.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |