BNP Paribas Call 90 CAH 20.06.2025
/ DE000PC9WNT6
BNP Paribas Call 90 CAH 20.06.202.../ DE000PC9WNT6 /
| 7/18/2024 8:22:55 AM |
Chg.+0.09 |
Bid9:07:41 PM |
Ask9:07:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+6.98% |
1.29
Bid Size: 10,000 |
1.31
Ask Size: 10,000 |
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: |
6.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.55 |
| Time value: |
0.81 |
| Break-even: |
95.86 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.49% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
4.45 |
| Rho: |
0.43 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.99% |
| 1 Month |
|
|
-21.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.19 |
| 1M High / 1M Low: |
2.04 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
