BNP Paribas Call 125 CAH 17.01.20.../  DE000PC39HH7  /

EUWAX
27/09/2024  08:16:57 Chg.0.000 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.120EUR 0.00% -
Bid Size: -
-
Ask Size: -
Cardinal Health Inc 125.00 USD 17/01/2025 Call
 

Master data

WKN: PC39HH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cardinal Health Inc
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 17/01/2025
Issue date: 31/01/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.08
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -1.41
Time value: 0.16
Break-even: 113.44
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.63
Spread abs.: 0.06
Spread %: 60.00%
Delta: 0.21
Theta: -0.02
Omega: 13.06
Rho: 0.06
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -33.33%
3 Months
  -14.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.120
1M High / 1M Low: 0.320 0.120
6M High / 6M Low: 0.640 0.057
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.219
Avg. volume 1M:   0.000
Avg. price 6M:   0.204
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.33%
Volatility 6M:   244.32%
Volatility 1Y:   -
Volatility 3Y:   -