BNP Paribas Call 95 CAH 20.12.2024
/ DE000PC2XSB6
BNP Paribas Call 95 CAH 20.12.202.../ DE000PC2XSB6 /
2024-08-16 9:50:39 PM |
Chg.+0.130 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.570EUR |
+9.03% |
1.600 Bid Size: 3,400 |
1.620 Ask Size: 3,400 |
Cardinal Health Inc |
95.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PC2XSB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cardinal Health Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.49 |
Intrinsic value: |
1.35 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
1.35 |
Time value: |
0.27 |
Break-even: |
102.35 |
Moneyness: |
1.16 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
1.25% |
Delta: |
0.84 |
Theta: |
-0.02 |
Omega: |
5.14 |
Rho: |
0.23 |
Quote data
Open: |
1.480 |
High: |
1.570 |
Low: |
1.420 |
Previous Close: |
1.440 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+50.96% |
1 Month |
|
|
+124.29% |
3 Months |
|
|
+52.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.570 |
1.030 |
1M High / 1M Low: |
1.570 |
0.690 |
6M High / 6M Low: |
2.390 |
0.610 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.296 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.994 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.340 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
145.64% |
Volatility 6M: |
|
124.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |