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: |
|
- |
