BNP Paribas Call 115 CAH 20.12.2024
/ DE000PC2XR90
BNP Paribas Call 115 CAH 20.12.20.../ DE000PC2XR90 /
9/27/2024 9:50:30 PM |
Chg.+0.030 |
Bid9/27/2024 |
Ask9/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
+11.11% |
0.300 Bid Size: 10,000 |
0.320 Ask Size: 9,375 |
Cardinal Health Inc |
115.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PC2XR9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cardinal Health Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/4/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
29.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
-0.52 |
Time value: |
0.33 |
Break-even: |
106.19 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.06 |
Spread %: |
22.22% |
Delta: |
0.39 |
Theta: |
-0.03 |
Omega: |
11.66 |
Rho: |
0.08 |
Quote data
Open: |
0.280 |
High: |
0.320 |
Low: |
0.280 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-21.05% |
1 Month |
|
|
-25.00% |
3 Months |
|
|
+36.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.270 |
1M High / 1M Low: |
0.640 |
0.270 |
6M High / 6M Low: |
0.960 |
0.110 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.324 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.450 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.365 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
194.39% |
Volatility 6M: |
|
207.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |