BNP Paribas Call 110 CAH 16.01.2026
/ DE000PZ16412
BNP Paribas Call 110 CAH 16.01.20.../ DE000PZ16412 /
| 27/09/2024 21:50:24 |
Chg.+0.040 |
Bid21:56:17 |
Ask21:56:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+3.39% |
1.220
Bid Size: 5,100 |
1.240
Ask Size: 5,100 |
Cardinal Health Inc |
110.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PZ1641 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
06/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-0.07 |
| Time value: |
1.24 |
| Break-even: |
110.82 |
| Moneyness: |
0.99 |
| Premium: |
0.13 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
5.08% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
4.79 |
| Rho: |
0.61 |
Quote data
| Open: |
1.190 |
| High: |
1.240 |
| Low: |
1.180 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.58% |
| 1 Month |
|
|
-8.96% |
| 3 Months |
|
|
+25.77% |
| YTD |
|
|
+7.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
1.170 |
| 1M High / 1M Low: |
1.670 |
1.170 |
| 6M High / 6M Low: |
1.850 |
0.660 |
| High (YTD): |
12/03/2024 |
2.070 |
| Low (YTD): |
15/07/2024 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.97% |
| Volatility 6M: |
|
103.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
