BNP Paribas Call 120 CAH 20.12.2024
/ DE000PZ164Q3
BNP Paribas Call 120 CAH 20.12.20.../ DE000PZ164Q3 /
| 27/09/2024 08:37:00 |
Chg.0.000 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Cardinal Health Inc |
120.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ164Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-0.96 |
| Time value: |
0.22 |
| Break-even: |
109.56 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.06 |
| Spread %: |
37.50% |
| Delta: |
0.29 |
| Theta: |
-0.03 |
| Omega: |
12.66 |
| Rho: |
0.06 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.73% |
| 1 Month |
|
|
-32.00% |
| 3 Months |
|
|
-5.56% |
| YTD |
|
|
-58.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.170 |
| 1M High / 1M Low: |
0.420 |
0.170 |
| 6M High / 6M Low: |
0.800 |
0.075 |
| High (YTD): |
13/03/2024 |
1.010 |
| Low (YTD): |
16/07/2024 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.269 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.83% |
| Volatility 6M: |
|
220.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
