BNP Paribas Call 125 CAH 20.12.2024
/ DE000PC25VB0
BNP Paribas Call 125 CAH 20.12.20.../ DE000PC25VB0 /
2024-08-16 8:42:51 AM |
Chg.+0.030 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+25.00% |
- Bid Size: - |
- Ask Size: - |
Cardinal Health Inc |
125.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PC25VB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cardinal Health Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
125.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-10 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
49.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-1.37 |
Time value: |
0.20 |
Break-even: |
115.35 |
Moneyness: |
0.88 |
Premium: |
0.16 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.02 |
Spread %: |
11.11% |
Delta: |
0.24 |
Theta: |
-0.02 |
Omega: |
12.06 |
Rho: |
0.08 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
+183.02% |
3 Months |
|
|
+36.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.100 |
1M High / 1M Low: |
0.150 |
0.053 |
6M High / 6M Low: |
0.780 |
0.042 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.118 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.094 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.253 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
244.43% |
Volatility 6M: |
|
253.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |