BNP Paribas Call 110 CAH 17.01.2025
/ DE000PZ164S9
BNP Paribas Call 110 CAH 17.01.20.../ DE000PZ164S9 /
9/27/2024 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 |
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: |
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): |
3/12/2024 |
1.530 |
Low (YTD): |
7/15/2024 |
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: |
|
- |