BNP Paribas Call 90 CAH 20.12.2024
/ DE000PC2XSC4
BNP Paribas Call 90 CAH 20.12.202.../ DE000PC2XSC4 /
| 7/18/2024 1:21:03 PM |
Chg.+0.010 |
Bid7/18/2024 |
Ask7/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+0.97% |
1.040
Bid Size: 4,600 |
1.140
Ask Size: 4,600 |
Cardinal Health Inc |
90.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| 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: |
|
- |
