BNP Paribas Call 110 CAH 20.12.2024
/ DE000PZ164P5
BNP Paribas Call 110 CAH 20.12.20.../ DE000PZ164P5 /
| 18/07/2024 08:45:45 |
Chg.+0.040 |
Bid17:15:56 |
Ask17:15:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+19.05% |
0.250
Bid Size: 25,600 |
0.270
Ask Size: 25,600 |
Cardinal Health Inc |
110.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-1.28 |
| Time value: |
0.26 |
| Break-even: |
103.15 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
9.60 |
| Rho: |
0.09 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
-40.48% |
| 3 Months |
|
|
-73.68% |
| YTD |
|
|
-64.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.180 |
| 1M High / 1M Low: |
0.590 |
0.180 |
| 6M High / 6M Low: |
1.500 |
0.180 |
| High (YTD): |
13/03/2024 |
1.500 |
| Low (YTD): |
16/07/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.733 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.57% |
| Volatility 6M: |
|
162.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
