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 |
Bid09:20:24 |
Ask09:20:24 |
Underlying |
Strike price |
Expiration date |
Option type |
1.61EUR |
+5.92% |
1.61 Bid Size: 2,400 |
1.71 Ask Size: 2,400 |
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: |
5.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.29 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
0.50 |
Time value: |
1.05 |
Break-even: |
98.05 |
Moneyness: |
1.06 |
Premium: |
0.12 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
1.31% |
Delta: |
0.69 |
Theta: |
-0.01 |
Omega: |
3.91 |
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: |
|
- |