BNP Paribas Call 120 CAH 16.01.2026
/ DE000PZ16420
BNP Paribas Call 120 CAH 16.01.20.../ DE000PZ16420 /
| 27/09/2024 08:36:59 |
Chg.0.000 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Cardinal Health Inc |
120.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
06/12/2023 |
| Last trading day: |
15/01/2026 |
| 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: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-11.11% |
| 3 Months |
|
|
+11.11% |
| YTD |
|
|
-1.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.800 |
| 1M High / 1M Low: |
1.160 |
0.800 |
| 6M High / 6M Low: |
1.460 |
0.430 |
| High (YTD): |
13/03/2024 |
1.630 |
| Low (YTD): |
16/07/2024 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.982 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.820 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.37% |
| Volatility 6M: |
|
115.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
