BNP Paribas Call 125 CAH 17.01.2025
/ DE000PC39HH7
BNP Paribas Call 125 CAH 17.01.20.../ DE000PC39HH7 /
27/09/2024 21:50:39 |
Chg.+0.030 |
Bid27/09/2024 |
Ask27/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+30.00% |
0.130 Bid Size: 14,700 |
0.150 Ask Size: 14,700 |
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: |
0.140 |
Low: |
0.120 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-23.53% |
1 Month |
|
|
-35.00% |
3 Months |
|
|
+8.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.100 |
1M High / 1M Low: |
0.340 |
0.100 |
6M High / 6M Low: |
0.620 |
0.058 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.220 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.202 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
238.33% |
Volatility 6M: |
|
230.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |