BNP Paribas Call 110 CAH 17.01.2025
/ DE000PZ164S9
BNP Paribas Call 110 CAH 17.01.20.../ DE000PZ164S9 /
| 18/07/2024 08:45:45 |
Chg.+0.040 |
Bid17:06:57 |
Ask17:06:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+16.67% |
0.280
Bid Size: 24,400 |
0.300
Ask Size: 24,400 |
Cardinal Health Inc |
110.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
06/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-1.28 |
| Time value: |
0.29 |
| Break-even: |
103.45 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
9.08 |
| Rho: |
0.12 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
-40.43% |
| 3 Months |
|
|
-72.00% |
| YTD |
|
|
-62.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.210 |
| 1M High / 1M Low: |
0.640 |
0.210 |
| 6M High / 6M Low: |
1.550 |
0.210 |
| High (YTD): |
13/03/2024 |
1.550 |
| Low (YTD): |
16/07/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.392 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.777 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.16% |
| Volatility 6M: |
|
155.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
