BNP Paribas Call 102 CHD 20.09.2024
/ DE000PZ11S41
BNP Paribas Call 102 CHD 20.09.20.../ DE000PZ11S41 /
| 2024-05-27 8:39:59 AM |
Chg.- |
Bid8:25:17 AM |
Ask8:25:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
- |
0.770
Bid Size: 3,897 |
0.850
Ask Size: 3,530 |
Church and Dwight Co... |
102.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PZ11S4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.15 |
| Parity: |
-0.38 |
| Time value: |
0.79 |
| Break-even: |
109.90 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.50 |
| Theta: |
-0.04 |
| Omega: |
6.22 |
| Rho: |
0.13 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.30% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
+31.03% |
| YTD |
|
|
+76.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.760 |
| 1M High / 1M Low: |
0.900 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-26 |
0.950 |
| Low (YTD): |
2024-01-08 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
