BNP Paribas Call 90 CAH 16.01.2026
/ DE000PZ164Z4
BNP Paribas Call 90 CAH 16.01.202.../ DE000PZ164Z4 /
| 27/09/2024 21:50:24 |
Chg.+0.060 |
Bid21:59:29 |
Ask21:59:29 |
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 |
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: |
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): |
12/03/2024 |
3.210 |
| Low (YTD): |
15/07/2024 |
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: |
|
- |
