BNP Paribas Call 90 CAH 19.12.2025
/ DE000PZ164U5
BNP Paribas Call 90 CAH 19.12.202.../ DE000PZ164U5 /
| 18/07/2024 08:45:45 |
Chg.+0.09 |
Bid17:08:03 |
Ask17:08:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
+5.92% |
1.61
Bid Size: 9,600 |
1.63
Ask Size: 9,600 |
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: |
5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.55 |
| Time value: |
1.05 |
| Break-even: |
98.26 |
| Moneyness: |
1.07 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
3.83 |
| Rho: |
0.64 |
Quote data
| Open: |
1.61 |
| High: |
1.61 |
| Low: |
1.61 |
| Previous Close: |
1.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.21% |
| 1 Month |
|
|
-19.10% |
| 3 Months |
|
|
-39.25% |
| YTD |
|
|
-21.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.42 |
| 1M High / 1M Low: |
2.29 |
1.42 |
| 6M High / 6M Low: |
3.22 |
1.42 |
| High (YTD): |
13/03/2024 |
3.22 |
| Low (YTD): |
16/07/2024 |
1.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.26% |
| Volatility 6M: |
|
72.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
