BNP Paribas Call 80 CAH 16.01.2026
/ DE000PG39299
BNP Paribas Call 80 CAH 16.01.202.../ DE000PG39299 /
| 18/07/2024 11:21:08 |
Chg.+0.020 |
Bid18/07/2024 |
Ask18/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.220EUR |
+0.91% |
2.220
Bid Size: 4,200 |
2.330
Ask Size: 4,200 |
Cardinal Health Inc |
80.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
16/07/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
1.46 |
| Time value: |
0.76 |
| Break-even: |
95.32 |
| Moneyness: |
1.20 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.37% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
3.19 |
| Rho: |
0.73 |
Quote data
| Open: |
2.240 |
| High: |
2.240 |
| Low: |
2.220 |
| Previous Close: |
2.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
