BNP Paribas Call 90 CAH 16.01.2026
/ DE000PZ164Z4
BNP Paribas Call 90 CAH 16.01.202.../ DE000PZ164Z4 /
9/27/2024 9:50:24 PM |
Chg.+0.060 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.330EUR |
+2.64% |
2.330 Bid Size: 3,700 |
2.360 Ask Size: 3,700 |
Cardinal Health Inc |
90.00 USD |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
12/6/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.19 |
Intrinsic value: |
1.72 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
1.72 |
Time value: |
0.63 |
Break-even: |
104.02 |
Moneyness: |
1.21 |
Premium: |
0.06 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.09 |
Spread %: |
3.98% |
Delta: |
0.83 |
Theta: |
-0.01 |
Omega: |
3.47 |
Rho: |
0.76 |
Quote data
Open: |
2.290 |
High: |
2.360 |
Low: |
2.280 |
Previous Close: |
2.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.67% |
1 Month |
|
|
-4.90% |
3 Months |
|
|
+21.99% |
YTD |
|
|
+14.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.480 |
2.270 |
1M High / 1M Low: |
2.870 |
2.270 |
6M High / 6M Low: |
2.970 |
1.440 |
High (YTD): |
3/12/2024 |
3.210 |
Low (YTD): |
7/15/2024 |
1.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.374 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.561 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.155 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.88% |
Volatility 6M: |
|
74.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |