BNP Paribas Call 105 CAH 20.06.2025
/ DE000PG3P3A3
BNP Paribas Call 105 CAH 20.06.20.../ DE000PG3P3A3 /
8/16/2024 9:50:23 PM |
Chg.+0.110 |
Bid9:59:08 PM |
Ask9:59:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.310EUR |
+9.17% |
1.330 Bid Size: 4,400 |
1.350 Ask Size: 4,400 |
Cardinal Health Inc |
105.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
PG3P3A |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cardinal Health Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
7/8/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
0.44 |
Time value: |
0.91 |
Break-even: |
108.71 |
Moneyness: |
1.05 |
Premium: |
0.09 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
1.50% |
Delta: |
0.67 |
Theta: |
-0.02 |
Omega: |
4.91 |
Rho: |
0.44 |
Quote data
Open: |
1.230 |
High: |
1.310 |
Low: |
1.180 |
Previous Close: |
1.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+42.39% |
1 Month |
|
|
+107.94% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.310 |
0.910 |
1M High / 1M Low: |
1.310 |
0.630 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.100 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.858 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |