BNP Paribas Call 105 CAH 20.09.2024
/ DE000PC39HA2
BNP Paribas Call 105 CAH 20.09.20.../ DE000PC39HA2 /
2024-08-16 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 |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2024-01-31 |
Last trading day: |
2024-09-19 |
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: |
|
- |