BNP Paribas Call 90 CAH 20.09.2024
/ DE000PG3P297
BNP Paribas Call 90 CAH 20.09.202.../ DE000PG3P297 /
| 7/18/2024 9:15:26 AM |
Chg.+0.110 |
Bid7:22:18 PM |
Ask7:22:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+15.28% |
0.770
Bid Size: 8,800 |
0.790
Ask Size: 8,800 |
Cardinal Health Inc |
90.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PG3P29 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
7/8/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.55 |
| Time value: |
0.26 |
| Break-even: |
90.36 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.53% |
| Delta: |
0.72 |
| Theta: |
-0.04 |
| Omega: |
7.85 |
| Rho: |
0.10 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.79% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.630 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
