BNP Paribas Call 140 CAH 19.12.2025
/ DE000PZ164Y7
BNP Paribas Call 140 CAH 19.12.20.../ DE000PZ164Y7 /
8/16/2024 9:50:35 PM |
Chg.+0.030 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+7.50% |
0.440 Bid Size: 8,000 |
0.460 Ask Size: 8,000 |
Cardinal Health Inc |
140.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
PZ164Y |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cardinal Health Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
12/6/2023 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-2.73 |
Time value: |
0.46 |
Break-even: |
131.55 |
Moneyness: |
0.78 |
Premium: |
0.32 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
4.55% |
Delta: |
0.30 |
Theta: |
-0.01 |
Omega: |
6.39 |
Rho: |
0.33 |
Quote data
Open: |
0.410 |
High: |
0.430 |
Low: |
0.390 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+38.71% |
1 Month |
|
|
+115.00% |
3 Months |
|
|
+43.33% |
YTD |
|
|
+19.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.310 |
1M High / 1M Low: |
0.430 |
0.200 |
6M High / 6M Low: |
0.860 |
0.180 |
High (YTD): |
3/12/2024 |
0.860 |
Low (YTD): |
7/15/2024 |
0.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.370 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.285 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.416 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.75% |
Volatility 6M: |
|
155.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |