BNP Paribas Call 120 CAH 20.12.2024
/ DE000PZ164Q3
BNP Paribas Call 120 CAH 20.12.20.../ DE000PZ164Q3 /
| 7/18/2024 8:45:45 AM |
Chg.+0.020 |
Bid10:05:34 AM |
Ask10:05:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+22.22% |
0.110
Bid Size: 22,600 |
0.210
Ask Size: 22,600 |
Cardinal Health Inc |
120.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/6/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
73.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-2.20 |
| Time value: |
0.12 |
| Break-even: |
110.89 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
11.18 |
| Rho: |
0.05 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-42.11% |
| 3 Months |
|
|
-80.70% |
| YTD |
|
|
-73.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.075 |
| 1M High / 1M Low: |
0.290 |
0.075 |
| 6M High / 6M Low: |
1.010 |
0.075 |
| High (YTD): |
3/13/2024 |
1.010 |
| Low (YTD): |
7/16/2024 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.162 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.59% |
| Volatility 6M: |
|
199.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
