BNP Paribas Call 95 CAH 17.01.2025
/ DE000PC39HE4
BNP Paribas Call 95 CAH 17.01.202.../ DE000PC39HE4 /
| 10/18/2024 9:50:27 PM |
Chg.+0.010 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
+0.57% |
1.760
Bid Size: 3,100 |
1.780
Ask Size: 3,100 |
Cardinal Health Inc |
95.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC39HE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
1.60 |
| Time value: |
0.18 |
| Break-even: |
105.21 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
5.10 |
| Rho: |
0.18 |
Quote data
| Open: |
1.720 |
| High: |
1.770 |
| Low: |
1.660 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.57% |
| 1 Month |
|
|
+5.42% |
| 3 Months |
|
|
+133.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.730 |
| 1M High / 1M Low: |
1.940 |
1.440 |
| 6M High / 6M Low: |
2.020 |
0.640 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.277 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.95% |
| Volatility 6M: |
|
116.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
