BNP Paribas Call 90 CAH 19.12.2025
/ DE000PZ164U5
BNP Paribas Call 90 CAH 19.12.202.../ DE000PZ164U5 /
| 2024-10-18 9:50:30 PM |
Chg.+0.010 |
Bid9:59:25 PM |
Ask9:59:25 PM |
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 |
2025-12-19 |
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: |
2025-12-19 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-12-18 |
| 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): |
2024-03-12 |
3.190 |
| Low (YTD): |
2024-07-15 |
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: |
|
- |
