BNP Paribas Call 90 CAH 20.06.2025
/ DE000PC9WNT6
BNP Paribas Call 90 CAH 20.06.202.../ DE000PC9WNT6 /
10/18/2024 9:50:30 PM |
Chg.+0.010 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.410EUR |
+0.42% |
2.420 Bid Size: 3,200 |
2.450 Ask Size: 3,200 |
Cardinal Health Inc |
90.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
PC9WNT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cardinal Health Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
5/15/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.27 |
Intrinsic value: |
2.06 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
2.06 |
Time value: |
0.39 |
Break-even: |
107.31 |
Moneyness: |
1.25 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
1.24% |
Delta: |
0.86 |
Theta: |
-0.02 |
Omega: |
3.63 |
Rho: |
0.43 |
Quote data
Open: |
2.390 |
High: |
2.430 |
Low: |
2.320 |
Previous Close: |
2.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+6.64% |
3 Months |
|
|
+85.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.460 |
2.390 |
1M High / 1M Low: |
2.590 |
2.050 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.304 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |