BNP Paribas Call 90 CAH 20.06.2025
/ DE000PC9WNT6
BNP Paribas Call 90 CAH 20.06.202.../ DE000PC9WNT6 /
| 8/16/2024 9:50:43 PM |
Chg.+0.140 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.240EUR |
+6.67% |
2.270
Bid Size: 3,500 |
2.300
Ask Size: 3,500 |
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: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
1.80 |
| Time value: |
0.50 |
| Break-even: |
104.61 |
| Moneyness: |
1.22 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.32% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
3.63 |
| Rho: |
0.51 |
Quote data
| Open: |
2.130 |
| High: |
2.240 |
| Low: |
2.080 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+64.71% |
| 3 Months |
|
|
+31.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.240 |
1.680 |
| 1M High / 1M Low: |
2.240 |
1.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
