BNP Paribas Call 125 CAH 17.01.2025
/ DE000PC39HH7
BNP Paribas Call 125 CAH 17.01.20.../ DE000PC39HH7 /
8/16/2024 9:50:33 PM |
Chg.+0.030 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+16.67% |
0.220 Bid Size: 13,500 |
0.240 Ask Size: 13,500 |
Cardinal Health Inc |
125.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
41.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-1.37 |
Time value: |
0.24 |
Break-even: |
115.75 |
Moneyness: |
0.88 |
Premium: |
0.16 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.02 |
Spread %: |
9.09% |
Delta: |
0.27 |
Theta: |
-0.02 |
Omega: |
11.02 |
Rho: |
0.10 |
Quote data
Open: |
0.190 |
High: |
0.210 |
Low: |
0.180 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
+180.00% |
3 Months |
|
|
+50.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.140 |
1M High / 1M Low: |
0.210 |
0.072 |
6M High / 6M Low: |
0.800 |
0.058 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.170 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.123 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.280 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
215.05% |
Volatility 6M: |
|
223.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |