BNP Paribas Call 95 CAH 20.06.2025
/ DE000PG3P3B1
BNP Paribas Call 95 CAH 20.06.202.../ DE000PG3P3B1 /
| 2024-09-27 9:50:29 PM |
Chg.+0.060 |
Bid2024-09-27 |
Ask2024-09-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
+3.53% |
1.760
Bid Size: 3,700 |
1.790
Ask Size: 3,700 |
Cardinal Health Inc |
95.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PG3P3B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cardinal Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
1.27 |
| Time value: |
0.52 |
| Break-even: |
102.90 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
5.29% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
4.32 |
| Rho: |
0.43 |
Quote data
| Open: |
1.720 |
| High: |
1.800 |
| Low: |
1.710 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.37% |
| 1 Month |
|
|
-5.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.910 |
1.700 |
| 1M High / 1M Low: |
2.270 |
1.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.987 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
