BNP Paribas Call 90 CAH 16.01.2026
/ DE000PZ164Z4
BNP Paribas Call 90 CAH 16.01.202.../ DE000PZ164Z4 /
| 18/07/2024 17:05:14 |
Chg.+0.010 |
Bid17:13:52 |
Ask17:13:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.610EUR |
+0.63% |
1.630
Bid Size: 9,600 |
1.660
Ask Size: 9,600 |
Cardinal Health Inc |
90.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PZ164Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
06/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.55 |
| Time value: |
1.07 |
| Break-even: |
98.46 |
| Moneyness: |
1.07 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.89% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
3.79 |
| Rho: |
0.68 |
Quote data
| Open: |
1.630 |
| High: |
1.630 |
| Low: |
1.590 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.62% |
| 1 Month |
|
|
-29.07% |
| 3 Months |
|
|
-39.47% |
| YTD |
|
|
-21.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.440 |
| 1M High / 1M Low: |
2.320 |
1.440 |
| 6M High / 6M Low: |
3.210 |
1.440 |
| High (YTD): |
12/03/2024 |
3.210 |
| Low (YTD): |
15/07/2024 |
1.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.835 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.304 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.62% |
| Volatility 6M: |
|
74.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
