BNP Paribas Call 130 CAH 20.12.20.../  DE000PC6MDU2  /

EUWAX
18/10/2024  08:36:34 Chg.-0.010 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.045EUR -18.18% -
Bid Size: -
-
Ask Size: -
Cardinal Health Inc 130.00 USD 20/12/2024 Call
 

Master data

WKN: PC6MDU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cardinal Health Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 20/12/2024
Issue date: 14/03/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 113.66
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -1.62
Time value: 0.09
Break-even: 120.53
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 1.46
Spread abs.: 0.04
Spread %: 71.70%
Delta: 0.14
Theta: -0.02
Omega: 16.46
Rho: 0.02
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.055
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -32.84%
3 Months  
+12.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.045
1M High / 1M Low: 0.080 0.044
6M High / 6M Low: 0.360 0.021
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.08%
Volatility 6M:   320.53%
Volatility 1Y:   -
Volatility 3Y:   -