BNP Paribas Call 115 CAH 20.12.2024
/ DE000PC2XR90
BNP Paribas Call 115 CAH 20.12.20.../ DE000PC2XR90 /
| 8/16/2024 8:38:13 AM |
Chg.+0.060 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+18.75% |
-
Bid Size: - |
-
Ask Size: - |
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: |
22.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-0.47 |
| Time value: |
0.45 |
| Break-even: |
108.78 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.44 |
| Theta: |
-0.03 |
| Omega: |
9.76 |
| Rho: |
0.13 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.73% |
| 1 Month |
|
|
+192.31% |
| 3 Months |
|
|
+52.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.250 |
| 1M High / 1M Low: |
0.380 |
0.130 |
| 6M High / 6M Low: |
1.210 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.467 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.96% |
| Volatility 6M: |
|
198.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
