BNP Paribas Call 105 CAH 20.09.2024
/ DE000PC39HA2
BNP Paribas Call 105 CAH 20.09.20.../ DE000PC39HA2 /
| 8/16/2024 9:50:27 PM |
Chg.+0.120 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+27.91% |
0.570
Bid Size: 5,264 |
0.590
Ask Size: 5,085 |
Cardinal Health Inc |
105.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC39HA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.44 |
| Time value: |
0.15 |
| Break-even: |
101.11 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
12.65 |
| Rho: |
0.06 |
Quote data
| Open: |
0.460 |
| High: |
0.550 |
| Low: |
0.420 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+120.00% |
| 1 Month |
|
|
+292.86% |
| 3 Months |
|
|
+61.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.240 |
| 1M High / 1M Low: |
0.550 |
0.120 |
| 6M High / 6M Low: |
1.540 |
0.080 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.593 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.69% |
| Volatility 6M: |
|
253.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
