BNP Paribas Call 95 CAH 17.01.2025
/ DE000PC39HE4
BNP Paribas Call 95 CAH 17.01.202.../ DE000PC39HE4 /
| 7/18/2024 5:21:09 PM |
Chg.+0.030 |
Bid5:30:13 PM |
Ask5:30:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+3.85% |
0.810
Bid Size: 10,800 |
0.830
Ask Size: 10,800 |
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: |
10.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.09 |
| Time value: |
0.71 |
| Break-even: |
94.83 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.56% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
6.53 |
| Rho: |
0.22 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.770 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.08% |
| 1 Month |
|
|
-41.73% |
| 3 Months |
|
|
-53.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.640 |
| 1M High / 1M Low: |
1.430 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.980 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
