BNP Paribas Call 90 CAH 20.12.2024
/ DE000PC2XSC4
BNP Paribas Call 90 CAH 20.12.202.../ DE000PC2XSC4 /
18/07/2024 11:21:02 |
Chg.+0.010 |
Bid11:24:37 |
Ask11:24:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.040EUR |
+0.97% |
1.050 Bid Size: 4,600 |
1.150 Ask Size: 4,600 |
Cardinal Health Inc |
90.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PC2XSC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cardinal Health Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
04/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.55 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
0.55 |
Time value: |
0.49 |
Break-even: |
92.66 |
Moneyness: |
1.07 |
Premium: |
0.06 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
1.96% |
Delta: |
0.69 |
Theta: |
-0.02 |
Omega: |
5.85 |
Rho: |
0.21 |
Quote data
Open: |
1.060 |
High: |
1.060 |
Low: |
1.040 |
Previous Close: |
1.030 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.64% |
1 Month |
|
|
-39.18% |
3 Months |
|
|
-49.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.860 |
1M High / 1M Low: |
1.740 |
0.860 |
6M High / 6M Low: |
2.750 |
0.860 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.940 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.247 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.775 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.61% |
Volatility 6M: |
|
101.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |