BNP Paribas Call 90 CAH 17.01.2025
/ DE000PC2XSD2
BNP Paribas Call 90 CAH 17.01.202.../ DE000PC2XSD2 /
| 7/18/2024 5:21:10 PM |
Chg.+0.040 |
Bid5:33:13 PM |
Ask5:33:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+3.77% |
1.090
Bid Size: 9,200 |
1.110
Ask Size: 9,200 |
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: |
8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.55 |
| Time value: |
0.52 |
| Break-even: |
92.96 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
5.70 |
| Rho: |
0.25 |
Quote data
| Open: |
1.090 |
| High: |
1.100 |
| Low: |
1.050 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.24% |
| 1 Month |
|
|
-36.42% |
| 3 Months |
|
|
-47.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.900 |
| 1M High / 1M Low: |
1.780 |
0.900 |
| 6M High / 6M Low: |
2.780 |
0.900 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.280 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.808 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.29% |
| Volatility 6M: |
|
98.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
