BNP Paribas Call 90 CAH 20.06.2025
/ DE000PC9WNT6
BNP Paribas Call 90 CAH 20.06.202.../ DE000PC9WNT6 /
| 2024-09-27 9:50:38 PM |
Chg.+0.050 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.100EUR |
+2.44% |
2.110
Bid Size: 3,500 |
2.140
Ask Size: 3,500 |
Cardinal Health Inc |
90.00 USD |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
1.72 |
| Time value: |
0.42 |
| Break-even: |
101.92 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
4.39% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
3.85 |
| Rho: |
0.44 |
Quote data
| Open: |
2.070 |
| High: |
2.150 |
| Low: |
2.060 |
| Previous Close: |
2.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.08% |
| 1 Month |
|
|
-5.41% |
| 3 Months |
|
|
+28.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.270 |
2.050 |
| 1M High / 1M Low: |
2.640 |
2.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
