BNP Paribas Call 105 CAH 20.12.2024
/ DE000PC2XSA8
BNP Paribas Call 105 CAH 20.12.20.../ DE000PC2XSA8 /
18/10/2024 08:39:09 |
Chg.-0.050 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
-5.21% |
- Bid Size: - |
- Ask Size: - |
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: |
10.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.68 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
0.68 |
Time value: |
0.29 |
Break-even: |
106.32 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
2.11% |
Delta: |
0.73 |
Theta: |
-0.04 |
Omega: |
7.83 |
Rho: |
0.11 |
Quote data
Open: |
0.910 |
High: |
0.910 |
Low: |
0.910 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.15% |
1 Month |
|
|
+8.33% |
3 Months |
|
|
+184.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.910 |
1M High / 1M Low: |
1.110 |
0.730 |
6M High / 6M Low: |
1.280 |
0.260 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.934 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.886 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.676 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.55% |
Volatility 6M: |
|
165.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |