BNP Paribas Call 90 CAH 19.12.2025
/ DE000PZ164U5
BNP Paribas Call 90 CAH 19.12.202.../ DE000PZ164U5 /
18/10/2024 21:50:30 |
Chg.+0.010 |
Bid21:59:25 |
Ask21:59:25 |
Underlying |
Strike price |
Expiration date |
Option type |
2.640EUR |
+0.38% |
2.650 Bid Size: 3,300 |
2.680 Ask Size: 3,300 |
Cardinal Health Inc |
90.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
PZ164U |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cardinal Health Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
06/12/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.46 |
Intrinsic value: |
2.06 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
2.06 |
Time value: |
0.62 |
Break-even: |
109.61 |
Moneyness: |
1.25 |
Premium: |
0.06 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
1.13% |
Delta: |
0.84 |
Theta: |
-0.01 |
Omega: |
3.24 |
Rho: |
0.70 |
Quote data
Open: |
2.610 |
High: |
2.660 |
Low: |
2.560 |
Previous Close: |
2.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+7.76% |
3 Months |
|
|
+71.43% |
YTD |
|
|
+30.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.690 |
2.620 |
1M High / 1M Low: |
2.810 |
2.250 |
6M High / 6M Low: |
2.850 |
1.420 |
High (YTD): |
12/03/2024 |
3.190 |
Low (YTD): |
15/07/2024 |
1.420 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.640 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.518 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.109 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
50.38% |
Volatility 6M: |
|
73.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |