BNP Paribas Call 80 CAH 16.01.2026
/ DE000PG39299
BNP Paribas Call 80 CAH 16.01.202.../ DE000PG39299 /
2024-08-16 9:50:40 PM |
Chg.+0.160 |
Bid9:59:08 PM |
Ask9:59:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.180EUR |
+5.30% |
3.200 Bid Size: 3,300 |
3.230 Ask Size: 3,300 |
Cardinal Health Inc |
80.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PG3929 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cardinal Health Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-07-16 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.11 |
Intrinsic value: |
2.71 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
2.71 |
Time value: |
0.52 |
Break-even: |
104.84 |
Moneyness: |
1.37 |
Premium: |
0.05 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.03 |
Spread %: |
0.94% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
2.79 |
Rho: |
0.82 |
Quote data
Open: |
3.060 |
High: |
3.180 |
Low: |
3.000 |
Previous Close: |
3.020 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+24.71% |
1 Month |
|
|
+44.55% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.180 |
2.540 |
1M High / 1M Low: |
3.180 |
2.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.852 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.474 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |