BNP Paribas Call 95 CAH 20.12.2024
/ DE000PC2XSB6
BNP Paribas Call 95 CAH 20.12.202.../ DE000PC2XSB6 /
| 9/27/2024 9:50:40 PM |
Chg.+0.050 |
Bid9:56:17 PM |
Ask9:56:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+3.55% |
1.460
Bid Size: 3,400 |
1.480
Ask Size: 3,400 |
Cardinal Health Inc |
95.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
1.27 |
| Time value: |
0.20 |
| Break-even: |
99.70 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
4.26% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
5.63 |
| Rho: |
0.16 |
Quote data
| Open: |
1.420 |
| High: |
1.500 |
| Low: |
1.410 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.88% |
| 1 Month |
|
|
-12.05% |
| 3 Months |
|
|
+58.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.400 |
| 1M High / 1M Low: |
1.970 |
1.400 |
| 6M High / 6M Low: |
2.100 |
0.610 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.687 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.261 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.62% |
| Volatility 6M: |
|
123.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
