BNP Paribas Call 110 CAH 17.01.2025
/ DE000PZ164S9
BNP Paribas Call 110 CAH 17.01.20.../ DE000PZ164S9 /
| 8/16/2024 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 |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
12/6/2023 |
| Last trading day: |
1/16/2025 |
| 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): |
3/12/2024 |
1.530 |
| Low (YTD): |
7/15/2024 |
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: |
|
- |
