BNP Paribas Call 105 CAH 20.12.2024
/ DE000PC2XSA8
BNP Paribas Call 105 CAH 20.12.20.../ DE000PC2XSA8 /
16/08/2024 21:50:38 |
Chg.+0.100 |
Bid21:59:22 |
Ask21:59:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
+12.66% |
0.920 Bid Size: 4,300 |
0.940 Ask Size: 4,300 |
Cardinal Health Inc |
105.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
04/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
0.44 |
Time value: |
0.50 |
Break-even: |
104.61 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
2.17% |
Delta: |
0.67 |
Theta: |
-0.03 |
Omega: |
7.09 |
Rho: |
0.20 |
Quote data
Open: |
0.820 |
High: |
0.890 |
Low: |
0.780 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+64.81% |
1 Month |
|
|
+154.29% |
3 Months |
|
|
+61.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.540 |
1M High / 1M Low: |
0.890 |
0.320 |
6M High / 6M Low: |
1.750 |
0.260 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.706 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.504 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.819 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
182.65% |
Volatility 6M: |
|
163.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |