BNP Paribas Call 110 CAH 16.01.2026
/ DE000PZ16412
BNP Paribas Call 110 CAH 16.01.20.../ DE000PZ16412 /
2024-10-18 8:49:36 AM |
Chg.-0.05 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.42EUR |
-3.40% |
- Bid Size: - |
- Ask Size: - |
Cardinal Health Inc |
110.00 USD |
2026-01-16 |
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: |
2026-01-16 |
Issue date: |
2023-12-06 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
0.22 |
Time value: |
1.26 |
Break-even: |
116.02 |
Moneyness: |
1.02 |
Premium: |
0.12 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.37% |
Delta: |
0.64 |
Theta: |
-0.02 |
Omega: |
4.47 |
Rho: |
0.64 |
Quote data
Open: |
1.42 |
High: |
1.42 |
Low: |
1.42 |
Previous Close: |
1.47 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.97% |
1 Month |
|
|
+10.94% |
3 Months |
|
|
+97.22% |
YTD |
|
|
+24.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.47 |
1.42 |
1M High / 1M Low: |
1.59 |
1.18 |
6M High / 6M Low: |
1.75 |
0.66 |
High (YTD): |
2024-03-13 |
2.10 |
Low (YTD): |
2024-07-16 |
0.66 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.12 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.55% |
Volatility 6M: |
|
101.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |