BNP Paribas Call 90 CAH 20.12.2024
/ DE000PC2XSC4
BNP Paribas Call 90 CAH 20.12.202.../ DE000PC2XSC4 /
| 9/27/2024 9:50:29 PM |
Chg.+0.040 |
Bid9:58:56 PM |
Ask9:58:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.850EUR |
+2.21% |
1.860
Bid Size: 3,200 |
1.880
Ask Size: 3,200 |
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: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
1.72 |
| Time value: |
0.14 |
| Break-even: |
99.12 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
3.33% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
4.75 |
| Rho: |
0.16 |
Quote data
| Open: |
1.820 |
| High: |
1.900 |
| Low: |
1.810 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.87% |
| 1 Month |
|
|
-5.61% |
| 3 Months |
|
|
+42.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.800 |
| 1M High / 1M Low: |
2.390 |
1.800 |
| 6M High / 6M Low: |
2.470 |
0.860 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.599 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.11% |
| Volatility 6M: |
|
106.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
