BNP Paribas Call 95 CHD 20.12.2024
/ DE000PZ11TA7
BNP Paribas Call 95 CHD 20.12.202.../ DE000PZ11TA7 /
| 2024-05-28 8:39:02 AM |
Chg.+0.02 |
Bid12:24:11 PM |
Ask12:24:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
+1.37% |
1.45
Bid Size: 3,600 |
1.51
Ask Size: 3,600 |
Church and Dwight Co... |
95.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PZ11TA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.15 |
| Parity: |
0.30 |
| Time value: |
1.24 |
| Break-even: |
110.40 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
2.67% |
| Delta: |
0.63 |
| Theta: |
-0.04 |
| Omega: |
3.99 |
| Rho: |
0.26 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.37% |
| 1 Month |
|
|
-9.20% |
| 3 Months |
|
|
+27.59% |
| YTD |
|
|
+64.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.46 |
| 1M High / 1M Low: |
1.57 |
1.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-26 |
1.63 |
| Low (YTD): |
2024-01-05 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
