BNP Paribas Call 120 CAH 17.01.2025
/ DE000PZ164T7
BNP Paribas Call 120 CAH 17.01.20.../ DE000PZ164T7 /
| 2024-08-16 9:50:35 PM |
Chg.+0.050 |
Bid9:59:17 PM |
Ask9:59:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+17.24% |
0.350
Bid Size: 9,100 |
0.370
Ask Size: 9,100 |
Cardinal Health Inc |
120.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ164T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-0.92 |
| Time value: |
0.37 |
| Break-even: |
112.52 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
9.69 |
| Rho: |
0.13 |
Quote data
| Open: |
0.310 |
| High: |
0.340 |
| Low: |
0.290 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.55% |
| 1 Month |
|
|
+161.54% |
| 3 Months |
|
|
+54.55% |
| YTD |
|
|
-22.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.210 |
| 1M High / 1M Low: |
0.340 |
0.120 |
| 6M High / 6M Low: |
1.040 |
0.100 |
| High (YTD): |
2024-03-12 |
1.040 |
| Low (YTD): |
2024-07-15 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.398 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.10% |
| Volatility 6M: |
|
200.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
