BNP Paribas Call 110 CAH 19.12.2025
/ DE000PZ164W1
BNP Paribas Call 110 CAH 19.12.20.../ DE000PZ164W1 /
18/10/2024 21:50:29 |
Chg.+0.010 |
Bid21:57:28 |
Ask21:57:28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.420EUR |
+0.71% |
1.430 Bid Size: 4,500 |
1.450 Ask Size: 4,500 |
Cardinal Health Inc |
110.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
PZ164W |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cardinal Health Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
06/12/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
0.22 |
Time value: |
1.23 |
Break-even: |
115.72 |
Moneyness: |
1.02 |
Premium: |
0.12 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.40% |
Delta: |
0.64 |
Theta: |
-0.02 |
Omega: |
4.54 |
Rho: |
0.60 |
Quote data
Open: |
1.400 |
High: |
1.430 |
Low: |
1.360 |
Previous Close: |
1.410 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.39% |
1 Month |
|
|
+9.23% |
3 Months |
|
|
+97.22% |
YTD |
|
|
+27.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.460 |
1.410 |
1M High / 1M Low: |
1.580 |
1.140 |
6M High / 6M Low: |
1.640 |
0.640 |
High (YTD): |
12/03/2024 |
2.040 |
Low (YTD): |
15/07/2024 |
0.640 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.422 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.340 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.101 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.21% |
Volatility 6M: |
|
102.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |