BNP Paribas Call 110 CAH 20.12.2024
/ DE000PZ164P5
BNP Paribas Call 110 CAH 20.12.20.../ DE000PZ164P5 /
7/18/2024 8:45:45 AM |
Chg.+0.040 |
Bid10:00:09 PM |
Ask10:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+19.05% |
- Bid Size: - |
- Ask Size: - |
Cardinal Health Inc |
110.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
12/6/2023 |
Last trading day: |
12/19/2024 |
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: |
0.000 |
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): |
3/13/2024 |
1.500 |
Low (YTD): |
7/16/2024 |
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: |
|
- |