BNP Paribas Call 150 CAH 16.01.20.../  DE000PC6MDX6  /

Frankfurt Zert./BNP
2024-08-16  9:50:31 PM Chg.+0.020 Bid9:59:04 PM Ask9:59:04 PM Underlying Strike price Expiration date Option type
0.330EUR +6.45% 0.340
Bid Size: 8,824
0.360
Ask Size: 8,800
Cardinal Health Inc 150.00 USD 2026-01-16 Call
 

Master data

WKN: PC6MDX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cardinal Health Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2026-01-16
Issue date: 2024-03-14
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.67
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -3.64
Time value: 0.36
Break-even: 139.62
Moneyness: 0.73
Premium: 0.40
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.24
Theta: -0.01
Omega: 6.54
Rho: 0.28
 

Quote data

Open: 0.320
High: 0.340
Low: 0.310
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+37.50%
1 Month  
+106.25%
3 Months  
+50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.240
1M High / 1M Low: 0.330 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -