BNP Paribas Call 120 CAH 16.01.2026
/ DE000PZ16420
BNP Paribas Call 120 CAH 16.01.20.../ DE000PZ16420 /
| 9/27/2024 9:50:24 PM |
Chg.+0.040 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+5.06% |
0.830
Bid Size: 6,700 |
0.850
Ask Size: 6,700 |
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: |
11.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-0.96 |
| Time value: |
0.85 |
| Break-even: |
115.86 |
| Moneyness: |
0.91 |
| Premium: |
0.19 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
7.59% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
5.53 |
| Rho: |
0.50 |
Quote data
| Open: |
0.810 |
| High: |
0.840 |
| Low: |
0.800 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.79% |
| 1 Month |
|
|
-10.75% |
| 3 Months |
|
|
+25.76% |
| YTD |
|
|
+3.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.790 |
| 1M High / 1M Low: |
1.200 |
0.790 |
| 6M High / 6M Low: |
1.410 |
0.430 |
| High (YTD): |
3/12/2024 |
1.600 |
| Low (YTD): |
7/15/2024 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.983 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.818 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.34% |
| Volatility 6M: |
|
117.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
