BNP Paribas Call 120 CAH 16.01.2026
/ DE000PZ16420
BNP Paribas Call 120 CAH 16.01.20.../ DE000PZ16420 /
18/10/2024 08:49:36 |
Chg.-0.040 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.980EUR |
-3.92% |
- 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: |
10.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-0.70 |
Time value: |
1.03 |
Break-even: |
120.72 |
Moneyness: |
0.94 |
Premium: |
0.17 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
1.98% |
Delta: |
0.52 |
Theta: |
-0.02 |
Omega: |
5.21 |
Rho: |
0.54 |
Quote data
Open: |
0.980 |
High: |
0.980 |
Low: |
0.980 |
Previous Close: |
1.020 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.91% |
1 Month |
|
|
+11.36% |
3 Months |
|
|
+108.51% |
YTD |
|
|
+20.99% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.980 |
1M High / 1M Low: |
1.120 |
0.800 |
6M High / 6M Low: |
1.330 |
0.430 |
High (YTD): |
13/03/2024 |
1.630 |
Low (YTD): |
16/07/2024 |
0.430 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.002 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.930 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.775 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.76% |
Volatility 6M: |
|
116.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |