BNP Paribas Call 105 CAH 20.12.2024
/ DE000PC2XSA8
BNP Paribas Call 105 CAH 20.12.20.../ DE000PC2XSA8 /
| 7/18/2024 8:34:38 AM |
Chg.+0.060 |
Bid5:05:23 PM |
Ask5:05:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+20.00% |
0.360
Bid Size: 18,800 |
0.380
Ask Size: 18,800 |
Cardinal Health Inc |
105.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC2XSA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-0.83 |
| Time value: |
0.36 |
| Break-even: |
99.57 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
9.01 |
| Rho: |
0.12 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-38.98% |
| 3 Months |
|
|
-69.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.260 |
| 1M High / 1M Low: |
0.790 |
0.260 |
| 6M High / 6M Low: |
1.770 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.921 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.30% |
| Volatility 6M: |
|
150.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
