BNP Paribas Call 120 CAH 16.01.2026
/ DE000PZ16420
BNP Paribas Call 120 CAH 16.01.20.../ DE000PZ16420 /
| 7/18/2024 8:45:45 AM |
Chg.+0.040 |
Bid2:15:46 PM |
Ask2:15:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+8.51% |
0.500
Bid Size: 7,700 |
0.610
Ask Size: 7,700 |
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: |
16.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-2.20 |
| Time value: |
0.52 |
| Break-even: |
114.89 |
| Moneyness: |
0.80 |
| Premium: |
0.31 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| 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: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.08% |
| 1 Month |
|
|
-26.09% |
| 3 Months |
|
|
-58.54% |
| YTD |
|
|
-37.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.430 |
| 1M High / 1M Low: |
0.890 |
0.430 |
| 6M High / 6M Low: |
1.630 |
0.430 |
| High (YTD): |
3/13/2024 |
1.630 |
| Low (YTD): |
7/16/2024 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.629 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.942 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.28% |
| Volatility 6M: |
|
116.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
