BNP Paribas Call 100 CHD 20.12.2024
/ DE000PZ11TB5
BNP Paribas Call 100 CHD 20.12.20.../ DE000PZ11TB5 /
| 2024-05-28 10:50:31 AM |
Chg.-0.040 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-3.48% |
1.110
Bid Size: 4,000 |
1.170
Ask Size: 4,000 |
Church and Dwight Co... |
100.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PZ11TB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.15 |
| Parity: |
-0.20 |
| Time value: |
1.19 |
| Break-even: |
111.90 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.04 |
| Spread %: |
3.48% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
4.63 |
| Rho: |
0.24 |
Quote data
| Open: |
1.140 |
| High: |
1.140 |
| Low: |
1.110 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.48% |
| 1 Month |
|
|
-9.02% |
| 3 Months |
|
|
+20.65% |
| YTD |
|
|
+68.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
1.110 |
| 1M High / 1M Low: |
1.300 |
1.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-30 |
1.300 |
| Low (YTD): |
2024-01-03 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.178 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
