BNP Paribas Call 90 CAH 16.01.2026
/ DE000PZ164Z4
BNP Paribas Call 90 CAH 16.01.202.../ DE000PZ164Z4 /
| 8/16/2024 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 |
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: |
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): |
3/12/2024 |
3.210 |
| Low (YTD): |
7/15/2024 |
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: |
|
- |
