BNP Paribas Call 102 CHD 20.12.2024
/ DE000PC2XTH1
BNP Paribas Call 102 CHD 20.12.20.../ DE000PC2XTH1 /
| 2024-05-28 8:31:54 AM |
Chg.+0.010 |
Bid10:05:15 AM |
Ask10:05:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+1.01% |
0.990
Bid Size: 3,700 |
1.050
Ask Size: 3,700 |
Church and Dwight Co... |
102.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PC2XTH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.15 |
| Parity: |
-0.40 |
| Time value: |
1.06 |
| Break-even: |
112.60 |
| Moneyness: |
0.96 |
| Premium: |
0.15 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.04 |
| Spread %: |
3.92% |
| Delta: |
0.53 |
| Theta: |
-0.03 |
| Omega: |
4.93 |
| Rho: |
0.24 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
1.000 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.01% |
| 1 Month |
|
|
-13.04% |
| 3 Months |
|
|
+28.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.990 |
| 1M High / 1M Low: |
1.100 |
0.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
