BNP Paribas Call 110 CAH 17.01.2025
/ DE000PZ164S9
BNP Paribas Call 110 CAH 17.01.20.../ DE000PZ164S9 /
| 2024-09-27 9:50:32 PM |
Chg.+0.030 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+5.56% |
0.580
Bid Size: 5,600 |
0.600
Ask Size: 5,600 |
Cardinal Health Inc |
110.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ164S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-0.07 |
| Time value: |
0.60 |
| Break-even: |
104.42 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.06 |
| Spread %: |
11.11% |
| Delta: |
0.54 |
| Theta: |
-0.03 |
| Omega: |
8.77 |
| Rho: |
0.14 |
Quote data
| Open: |
0.540 |
| High: |
0.600 |
| Low: |
0.540 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.18% |
| 1 Month |
|
|
-17.39% |
| 3 Months |
|
|
+42.50% |
| YTD |
|
|
-22.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.530 |
| 1M High / 1M Low: |
0.990 |
0.530 |
| 6M High / 6M Low: |
1.280 |
0.210 |
| High (YTD): |
2024-03-12 |
1.530 |
| Low (YTD): |
2024-07-15 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.761 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.587 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.70% |
| Volatility 6M: |
|
166.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
