BNP Paribas Call 120 CAH 16.01.2026
/ DE000PZ16420
BNP Paribas Call 120 CAH 16.01.20.../ DE000PZ16420 /
7/18/2024 9:20:49 AM |
Chg.+0.010 |
Bid9:28:12 AM |
Ask9:28:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
+2.00% |
0.500 Bid Size: 6,000 |
0.610 Ask Size: 4,919 |
Cardinal Health Inc |
120.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PZ1642 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cardinal Health Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/6/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-2.26 |
Time value: |
0.51 |
Break-even: |
115.17 |
Moneyness: |
0.80 |
Premium: |
0.32 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.03 |
Spread %: |
6.25% |
Delta: |
0.34 |
Theta: |
-0.01 |
Omega: |
5.77 |
Rho: |
0.37 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.87% |
1 Month |
|
|
-40.70% |
3 Months |
|
|
-58.20% |
YTD |
|
|
-36.25% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.430 |
1M High / 1M Low: |
0.890 |
0.430 |
6M High / 6M Low: |
1.600 |
0.430 |
High (YTD): |
3/12/2024 |
1.600 |
Low (YTD): |
7/15/2024 |
0.430 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.464 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.625 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.939 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.33% |
Volatility 6M: |
|
119.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |