BNP Paribas Call 90 CAH 17.01.2025
/ DE000PC2XSD2
BNP Paribas Call 90 CAH 17.01.202.../ DE000PC2XSD2 /
| 9/27/2024 9:50:30 PM |
Chg.+0.040 |
Bid9:56:17 PM |
Ask9:56:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
+2.17% |
1.880
Bid Size: 3,300 |
1.900
Ask Size: 3,300 |
Cardinal Health Inc |
90.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC2XSD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/4/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
1.72 |
| Time value: |
0.18 |
| Break-even: |
99.52 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
3.26% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
4.59 |
| Rho: |
0.21 |
Quote data
| Open: |
1.840 |
| High: |
1.920 |
| Low: |
1.830 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.18% |
| 1 Month |
|
|
-5.53% |
| 3 Months |
|
|
+40.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.840 |
| 1M High / 1M Low: |
2.420 |
1.840 |
| 6M High / 6M Low: |
2.500 |
0.900 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.954 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.633 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.95% |
| Volatility 6M: |
|
103.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
