BNP Paribas Call 90 CAH 16.01.2026
/ DE000PZ164Z4
BNP Paribas Call 90 CAH 16.01.202.../ DE000PZ164Z4 /
2024-08-16 9:50:27 PM |
Chg.+0.140 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.480EUR |
+5.98% |
2.510 Bid Size: 3,600 |
2.540 Ask Size: 3,600 |
Cardinal Health Inc |
90.00 USD |
2026-01-16 |
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: |
2026-01-16 |
Issue date: |
2023-12-06 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.34 |
Intrinsic value: |
1.80 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
1.80 |
Time value: |
0.74 |
Break-even: |
107.01 |
Moneyness: |
1.22 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
1.20% |
Delta: |
0.83 |
Theta: |
-0.01 |
Omega: |
3.25 |
Rho: |
0.81 |
Quote data
Open: |
2.370 |
High: |
2.480 |
Low: |
2.330 |
Previous Close: |
2.340 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+29.17% |
1 Month |
|
|
+55.00% |
3 Months |
|
|
+27.18% |
YTD |
|
|
+21.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.480 |
1.920 |
1M High / 1M Low: |
2.480 |
1.540 |
6M High / 6M Low: |
3.210 |
1.440 |
High (YTD): |
2024-03-12 |
3.210 |
Low (YTD): |
2024-07-15 |
1.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.194 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.851 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.214 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.03% |
Volatility 6M: |
|
77.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |