BNP Paribas Call 90 CAH 19.12.2025
/ DE000PZ164U5
BNP Paribas Call 90 CAH 19.12.202.../ DE000PZ164U5 /
| 2024-07-18 3:35:31 PM |
Chg.-0.020 |
Bid3:36:02 PM |
Ask3:36:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
-1.26% |
1.590
Bid Size: 1,887 |
1.610
Ask Size: 1,864 |
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: |
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: |
1.620 |
| High: |
1.620 |
| Low: |
1.570 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.67% |
| 1 Month |
|
|
-30.22% |
| 3 Months |
|
|
-40.53% |
| YTD |
|
|
-22.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.420 |
| 1M High / 1M Low: |
2.310 |
1.420 |
| 6M High / 6M Low: |
3.190 |
1.420 |
| High (YTD): |
2024-03-12 |
3.190 |
| Low (YTD): |
2024-07-15 |
1.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.817 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.284 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.61% |
| Volatility 6M: |
|
75.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
