BNP Paribas Call 110 CAH 20.12.2024
/ DE000PZ164P5
BNP Paribas Call 110 CAH 20.12.20.../ DE000PZ164P5 /
2024-08-16 9:50:27 PM |
Chg.+0.080 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
+14.29% |
0.660 Bid Size: 5,300 |
0.680 Ask Size: 5,300 |
Cardinal Health Inc |
110.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PZ164P |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cardinal Health Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-06 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
-0.01 |
Time value: |
0.68 |
Break-even: |
106.55 |
Moneyness: |
1.00 |
Premium: |
0.07 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
3.03% |
Delta: |
0.56 |
Theta: |
-0.03 |
Omega: |
8.19 |
Rho: |
0.17 |
Quote data
Open: |
0.590 |
High: |
0.640 |
Low: |
0.560 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+64.10% |
1 Month |
|
|
+166.67% |
3 Months |
|
|
+60.00% |
YTD |
|
|
-8.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.380 |
1M High / 1M Low: |
0.640 |
0.220 |
6M High / 6M Low: |
1.480 |
0.180 |
High (YTD): |
2024-03-12 |
1.480 |
Low (YTD): |
2024-07-15 |
0.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.504 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.360 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.641 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
196.01% |
Volatility 6M: |
|
178.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |