BNP Paribas Call 92 CHD 20.09.2024
/ DE000PZ11S09
BNP Paribas Call 92 CHD 20.09.202.../ DE000PZ11S09 /
| 2024-05-28 8:39:01 AM |
Chg.+0.01 |
Bid11:32:46 AM |
Ask11:32:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
+0.66% |
1.51
Bid Size: 3,300 |
1.57
Ask Size: 3,300 |
Church and Dwight Co... |
92.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PZ11S0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.15 |
| Parity: |
0.60 |
| Time value: |
1.00 |
| Break-even: |
108.00 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.04 |
| Spread %: |
2.56% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
4.00 |
| Rho: |
0.15 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.47% |
| 3 Months |
|
|
+30.77% |
| YTD |
|
|
+70.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.52 |
| 1M High / 1M Low: |
1.63 |
1.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-26 |
1.69 |
| Low (YTD): |
2024-01-05 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
