BNP Paribas Call 90 CAH 17.01.2025
/ DE000PC2XSD2
BNP Paribas Call 90 CAH 17.01.202.../ DE000PC2XSD2 /
| 8/16/2024 9:50:32 PM |
Chg.+0.150 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
+8.15% |
2.020
Bid Size: 3,300 |
2.040
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: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
1.80 |
| Time value: |
0.24 |
| Break-even: |
102.01 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.99% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
4.32 |
| Rho: |
0.28 |
Quote data
| Open: |
1.890 |
| High: |
1.990 |
| Low: |
1.830 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.14% |
| 1 Month |
|
|
+87.74% |
| 3 Months |
|
|
+44.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.990 |
1.380 |
| 1M High / 1M Low: |
1.990 |
1.000 |
| 6M High / 6M Low: |
2.780 |
0.900 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.330 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.694 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.26% |
| Volatility 6M: |
|
105.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
