BNP Paribas Call 90 CHD 20.12.2024
/ DE000PZ11S90
BNP Paribas Call 90 CHD 20.12.202.../ DE000PZ11S90 /
| 2024-06-07 8:41:32 AM |
Chg.+0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
+1.54% |
-
Bid Size: - |
-
Ask Size: - |
Church and Dwight Co... |
90.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PZ11S9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.15 |
| Parity: |
0.91 |
| Time value: |
1.07 |
| Break-even: |
109.80 |
| Moneyness: |
1.10 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.02% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
3.46 |
| Rho: |
0.26 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
1.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+8.20% |
| 3 Months |
|
|
+20.73% |
| YTD |
|
|
+69.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.99 |
1.65 |
| 1M High / 1M Low: |
1.99 |
1.56 |
| 6M High / 6M Low: |
2.00 |
0.98 |
| High (YTD): |
2024-04-26 |
2.00 |
| Low (YTD): |
2024-01-05 |
1.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.73% |
| Volatility 6M: |
|
72.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
