BNP Paribas Call 110 CAH 16.01.2026
/ DE000PZ16412
BNP Paribas Call 110 CAH 16.01.20.../ DE000PZ16412 /
| 18/10/2024 21:50:30 |
Chg.+0.010 |
Bid21:57:28 |
Ask21:57:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
+0.69% |
1.460
Bid Size: 4,500 |
1.480
Ask Size: 4,500 |
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: |
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: |
1.430 |
| High: |
1.460 |
| Low: |
1.390 |
| Previous Close: |
1.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.36% |
| 1 Month |
|
|
+9.85% |
| 3 Months |
|
|
+95.95% |
| YTD |
|
|
+28.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.440 |
| 1M High / 1M Low: |
1.610 |
1.170 |
| 6M High / 6M Low: |
1.670 |
0.660 |
| High (YTD): |
12/03/2024 |
2.070 |
| Low (YTD): |
15/07/2024 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.369 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.00% |
| Volatility 6M: |
|
101.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
