BNP Paribas Call 95 CAH 17.01.2025
/ DE000PC39HE4
BNP Paribas Call 95 CAH 17.01.202.../ DE000PC39HE4 /
| 18/10/2024 08:23:31 |
Chg.-0.05 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.72EUR |
-2.82% |
-
Bid Size: - |
-
Ask Size: - |
Cardinal Health Inc |
95.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
16/01/2025 |
| 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: |
1.72 |
| High: |
1.72 |
| Low: |
1.72 |
| Previous Close: |
1.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.51% |
| 1 Month |
|
|
+7.50% |
| 3 Months |
|
|
+135.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.77 |
1.72 |
| 1M High / 1M Low: |
1.94 |
1.45 |
| 6M High / 6M Low: |
1.97 |
0.65 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.32% |
| Volatility 6M: |
|
117.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
