BNP Paribas Call 110 CAH 17.01.2025
/ DE000PZ164S9
BNP Paribas Call 110 CAH 17.01.20.../ DE000PZ164S9 /
2024-08-16 9:50:35 PM |
Chg.+0.080 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+12.90% |
0.720 Bid Size: 5,300 |
0.740 Ask Size: 5,300 |
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: |
13.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-0.01 |
Time value: |
0.74 |
Break-even: |
107.15 |
Moneyness: |
1.00 |
Premium: |
0.08 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
2.78% |
Delta: |
0.57 |
Theta: |
-0.03 |
Omega: |
7.62 |
Rho: |
0.21 |
Quote data
Open: |
0.650 |
High: |
0.700 |
Low: |
0.610 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+59.09% |
1 Month |
|
|
+159.26% |
3 Months |
|
|
+55.56% |
YTD |
|
|
-5.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.430 |
1M High / 1M Low: |
0.700 |
0.250 |
6M High / 6M Low: |
1.530 |
0.210 |
High (YTD): |
2024-03-12 |
1.530 |
Low (YTD): |
2024-07-15 |
0.210 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.560 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.403 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.686 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
182.81% |
Volatility 6M: |
|
166.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |