BNP Paribas Call 85 CAH 17.01.2025
/ DE000PG39281
BNP Paribas Call 85 CAH 17.01.202.../ DE000PG39281 /
| 16/08/2024 21:50:22 |
Chg.+0.150 |
Bid21:59:22 |
Ask21:59:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.400EUR |
+6.67% |
2.430
Bid Size: 3,100 |
2.450
Ask Size: 3,100 |
Cardinal Health Inc |
85.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PG3928 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
16/07/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
2.25 |
| Time value: |
0.20 |
| Break-even: |
101.58 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.82% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
3.74 |
| Rho: |
0.28 |
Quote data
| Open: |
2.290 |
| High: |
2.400 |
| Low: |
2.230 |
| Previous Close: |
2.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.14% |
| 1 Month |
|
|
+72.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.400 |
1.730 |
| 1M High / 1M Low: |
2.400 |
1.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.677 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
