BNP Paribas Call 105 CAH 17.01.2025
/ DE000PC39HF1
BNP Paribas Call 105 CAH 17.01.20.../ DE000PC39HF1 /
27/09/2024 08:16:57 |
Chg.-0.010 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
-1.27% |
- Bid Size: - |
- Ask Size: - |
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: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.33% |
1 Month |
|
|
-12.36% |
3 Months |
|
|
+27.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.790 |
1M High / 1M Low: |
1.240 |
0.790 |
6M High / 6M Low: |
1.560 |
0.300 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.888 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.030 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.771 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.42% |
Volatility 6M: |
|
154.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |