BNP Paribas Call 120 CAH 20.09.2024
/ DE000PC39HD6
BNP Paribas Call 120 CAH 20.09.20.../ DE000PC39HD6 /
| 16/08/2024 21:50:29 |
Chg.+0.007 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
+38.89% |
0.027
Bid Size: 16,100 |
0.091
Ask Size: 16,100 |
Cardinal Health Inc |
120.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39HD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
109.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-0.92 |
| Time value: |
0.09 |
| Break-even: |
109.73 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.82 |
| Spread abs.: |
0.06 |
| Spread %: |
237.04% |
| Delta: |
0.19 |
| Theta: |
-0.04 |
| Omega: |
20.70 |
| Rho: |
0.02 |
Quote data
| Open: |
0.017 |
| High: |
0.025 |
| Low: |
0.014 |
| Previous Close: |
0.018 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
-57.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.016 |
| 1M High / 1M Low: |
0.059 |
0.012 |
| 6M High / 6M Low: |
0.740 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.197 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
541.15% |
| Volatility 6M: |
|
1,996.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
